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Introduction to the Mathematical and Statistical Foundations of Econometrics
Herman J Bierens • Herman J Bierens
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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.
- Format: Inbunden
- ISBN: 9780521834315
- Språk: Engelska
- Antal sidor: 344
- Utgivningsdatum: 2004-12-20
- Förlag: Cambridge University Press