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Introduction To The Mathematical And Statistical Foundations Of Econometrics

by Herman J. (Pennsylvania State University) Bierens
language: english
Publisher: CAMBRIDGE UNIVERSITY PRESS, December of 2004 ‧
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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.

Introduction To The Mathematical And Statistical Foundations Of Econometrics

by Herman J. (Pennsylvania State University) Bierens

Property Description
ISBN: 9780521542241
Publisher: CAMBRIDGE UNIVERSITY PRESS
Release Date: December of 2004
Language: English
Cover: Softcover
Pages: 344
Format: Book
Collection: Themes In Modern Econometrics
Categories: Books in English > Economics, Finance and Accounting > Economy
EAN: 9780521542241