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Introduction to the Mathematical and Statistical Foundations of Econometrics Book

Introduction to the Mathematical and Statistical Foundations of Econometrics
Introduction to the Mathematical and Statistical Foundations of Econometrics, , Introduction to the Mathematical and Statistical Foundations of Econometrics has a rating of 3 stars
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Introduction to the Mathematical and Statistical Foundations of Econometrics, , Introduction to the Mathematical and Statistical Foundations of Econometrics
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  • Introduction to the Mathematical and Statistical Foundations of Econometrics
  • Written by author Herman J. Bierens
  • Published by Cambridge University Press, December 2004
  • This book is intended for use in a rigorous introductory PhD level course in econometrics.
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Book Categories

Authors

1Probability and measure1
2Borel measurability, integration, and mathematical expectations37
3Conditional expectations66
4Distributions and transformations86
5The multivariate normal distribution and its application to statistical inference110
6Modes of convergence137
7Dependent laws of large numbers and central limit theorems179
8Maximum likelihood theory205
IReview of linear algebra229
IIMiscellaneous mathematics283
IIIA brief review of complex analysis298
IVTables of critical values306


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