Introduction to the Mathematical and Statistical Foundations of Econometrics
Herman J. (Pennsylvania State University) Bierens
Cambridge University Press, 2004
131,95 €On orderDelivery: 2-3 weeks
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-13
- 9780521834315
- ISBN-10
- 0521834317
- Publisher
- Cambridge University Press
- Year
- 2004
- Publication date
- 2004-12-20
- Pages
- 344
- Dimensions
- 237x161x26
- Weight
- 676