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Introduction to the Mathematical and Statistical Foundations of Econometrics

af Herman J. (Pennsylvania State University) Bierens

indgår i Themes in Modern Econometrics serien

Introduction to the Mathematical and Statistical Foundations of Econometrics af Herman J. (Pennsylvania State University) Bierens
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:
  • 9780521542241
  • Indbinding:
  • Paperback
  • Sideantal:
  • 344
  • Udgivet:
  • 20. december 2004
  • Størrelse:
  • 151x228x19 mm.
  • Vægt:
  • 524 g.
  • 8-11 hverdage.
  • 9. december 2024
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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.

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