Introduction to the Mathematical and Statistical Foundations of Econometrics

Auteur: Bierens, Herman J. (Pennsylvania State University)
Editeur: Cambridge University Press
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.
Sur commande
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.
ISBN / EAN 9780521834315
Auteur Bierens, Herman J. (Pennsylvania State University)
Editeur Cambridge University Press