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Introduction to the Mathematical and Statistical Foundations of Econometrics - Themes in Modern Econometrics Bierens, Herman J. (Pennsylvania State University)
Introduction to the Mathematical and Statistical Foundations of Econometrics - Themes in Modern Econometrics
Bierens, Herman J. (Pennsylvania State University)
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.
344 pages, 19 b/w illus. 12 tables
| Medios de comunicación | Libros Hardcover Book (Libro con lomo y cubierta duros) |
| Publicado | 20 de diciembre de 2004 |
| ISBN13 | 9780521834315 |
| Editores | Cambridge University Press |
| Páginas | 344 |
| Dimensiones | 161 × 237 × 26 mm · 676 g |
| Lengua | Inglés |