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✦   LIBER   ✦

Introduction to the Mathematical and Statistical Foundations of Econometrics

✍ Scribed by Herman J. Bierens

Book ID
127433484
Publisher
Cambridge University Press
Year
2004
Tongue
English
Weight
3 MB
Series
Themes in Modern Econometrics
Category
Library
ISBN
0521542243

No coin nor oath required. For personal study only.

✦ Synopsis

This book is intended for use in a rigorous introductory Ph.D.-level course in econometrics, or in a field course in econometric theory. It covers the measure - theoretical foundation of probability theory, the multivariate normal distribution with its application to classical linear regression analysis, various laws of large numbers, central limit theorems and related results for independent random variables as well as for stationary time series, with applications to asymptotic inference of M-estimators, and maximum likelihood theory.

πŸ“œ SIMILAR VOLUMES

Introduction to the Mathematical and Sta
Introduction to the Mathematical and Statistical Foundations of Econometrics
✍ Herman J. Bierens πŸ“‚ Library πŸ“… 2005 πŸ› Cambridge University Press 🌐 English βš– 4 MB

This book is intended for use in a rigorous introductory PhD level course in econometrics, or in a field course in econometric theory. It covers the measure-theoretical foundation of probability theory, the multivariate normal distribution with its application to classical linear regression analysis