Tell your friends about this item:
Introduction to the Mathematical and Statistical Foundations of Econometrics - Themes in Modern Econometrics Bierens, Herman J. (Pennsylvania State University)
Introduction to the Mathematical and Statistical Foundations of Econometrics - Themes in Modern Econometrics
Bierens, Herman J. (Pennsylvania State University)
Intended for use in a rigorous introductory PhD level course in econometrics, or a field course in econometric theory, this book 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, and more.
344 pages, 19 b/w illus. 12 tables
| Media | Books Paperback Book (Book with soft cover and glued back) |
| Released | December 20, 2004 |
| ISBN13 | 9780521542241 |
| Publishers | Cambridge University Press |
| Pages | 344 |
| Dimensions | 151 × 228 × 19 mm · 524 g |
| Language | English |
| Series Editor | Ghysels, Eric |
| Series Editor | Phillips, Peter C. B. |
| Series Editor | Smith, Richard J. |