Introduction to the Mathematical and Statistical Foundations of Econometrics - Themes in Modern Econometrics - Bierens, Herman J. (Pennsylvania State University) - Books - Cambridge University Press - 9780521834315 - December 20, 2004
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Bierens, Herman J. (Pennsylvania State University)
Introduction to the Mathematical and Statistical Foundations of Econometrics - Themes in Modern Econometrics

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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     Hardcover Book   (Book with hard spine and cover)
Released December 20, 2004
ISBN13 9780521834315
Publishers Cambridge University Press
Pages 344
Dimensions 161 × 237 × 26 mm   ·   676 g
Language English  

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