Introduction to the Mathematical and Statistical Foundations of Econometrics 1
bokomslag Introduction to the Mathematical and Statistical Foundations of Econometrics
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Introduction to the Mathematical and Statistical Foundations of Econometrics

Herman J Bierens • Herman J Bierens • Peter C B Phillips • Christian Gourieroux

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  • 344 sidor
  • 2004
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.
  • Författare: Herman J Bierens, Herman J Bierens, Peter C B Phillips, Christian Gourieroux
  • Format: Pocket/Paperback
  • ISBN: 9780521542241
  • Språk: Engelska
  • Antal sidor: 344
  • Utgivningsdatum: 2004-12-20
  • Förlag: Cambridge University Press

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