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Introduction to the Mathematical and Statistical Foundations of Econometrics - Herman J. (Pennsylvania State University) Bierens - Bog

Bag om Introduction to the Mathematical and Statistical Foundations of Econometrics

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.

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  • Sprog:
  • Engelsk
  • ISBN:
  • 9780521834315
  • Indbinding:
  • Hardback
  • Sideantal:
  • 344
  • Udgivet:
  • 20. december 2004
  • Størrelse:
  • 161x237x26 mm.
  • Vægt:
  • 676 g.
  • 8-11 hverdage.
  • 28. november 2024
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Prøv i 30 dage for 45 kr.
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Beskrivelse af Introduction to the Mathematical and Statistical Foundations of Econometrics

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.

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