Introduction to the Mathematical and Statistical Foundations of Econometrics

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Introduction to the Mathematical and Statistical Foundations of Econometrics

By Herman J. Bierens

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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.

Subject: Business & Economics -> Economics -> Forecasting/Econometrics

Introduction to the Mathematical and Statistical Foundations of Econometrics
1st edition
Publisher: Cambridge University Press 20/12/2004
Imprint: Cambridge University Press
Language: English

ISBN 10: 0511078897
ISBN 13: 9780511078897
Print ISBN: 9780521834315

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