ENGLISH

Introduction to the Mathematical and Statistical Foundations of Econometrics

By Herman J. Bierens

Book information

Publisher
Cambridge University Press
Year
2004
ISBN
9780521542241, 0521542243
Open Library ID
OL7745559M
Language
english
Format
PDF
Filesize
3 MB (3256927 bytes)
Series
Themes in Modern Econometrics
Pages
345\345
Library
mexmat
Time added
2009-07-20 03:45:11

Description

This book is intended for use in a rigorous introductory Ph.D.-level course in econometrics, or in a field course in econometric theory. It 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, central limit theorems and related results for independent random variables as well as for stationary time series, with applications to asymptotic inference of M-estimators, and maximum likelihood theory.

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