Reviews for An Introduction to Econometric Theory: Measure-Theoretic Probability and Statistics with Applications to Economics

The average rating for An Introduction to Econometric Theory: Measure-Theoretic Probability and Statistics with Applications to Economics based on 2 reviews is 4 stars.

Review # 1 was written on 2013-03-31 00:00:00 Sandra Dremina This brilliant little guide ' the thinness of which belies the strength of the material within ' has been unfairly neglected. Gives a surprisingly broad intro to statistical theory for those with only minimum mathematical maturity. If the gambling examples that start off the book make your eyes glaze over, stick with it; it's worth it.

Review # 2 was written on 2007-07-13 00:00:00 Mark Gall Excellent introduction to not only time series but also contains good information on stochastic calculus and statistical concepts. The author is adept at communicating the ideas and the mathematics clearly and logically. I'm looking forward to trying out the R programs included in the book.