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Introduction To The Mathematical And Statistical Foundations Of Econometrics Herman J Bierens

  • SKU: BELL-918036
Introduction To The Mathematical And Statistical Foundations Of Econometrics Herman J Bierens
$ 31.00 $ 45.00 (-31%)

5.0

28 reviews

Introduction To The Mathematical And Statistical Foundations Of Econometrics Herman J Bierens instant download after payment.

Publisher: Cambridge University Press
File Extension: PDF
File size: 3.11 MB
Pages: 345
Author: Herman J. Bierens
ISBN: 9780521542241, 0521542243
Language: English
Year: 2004

Product desciption

Introduction To The Mathematical And Statistical Foundations Of Econometrics Herman J Bierens by Herman J. Bierens 9780521542241, 0521542243 instant download after payment.

This book is intended for use in a rigorous introductory Ph.D.-level course in econometrics, or in a field course in econometric theory. It 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, central limit theorems and related results for independent random variables as well as for stationary time series, with applications to asymptotic inference of M-estimators, and maximum likelihood theory.

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