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Introduction to the mathematical and statistical foundations of econometrics /

紀錄類型:	書目-語言資料,印刷品 : Monograph/item
正題名/作者:	Introduction to the mathematical and statistical foundations of econometrics // Herman J. Bierens.
其他題名:	Introduction to the Mathematical & Statistical Foundations of Econometrics
作者:	Bierens, Herman J.,
面頁冊數:	1 online resource (xvii, 323 pages) :digital, PDF file(s). :
附註:	Title from publisher's bibliographic system (viewed on 05 Oct 2015).
標題:	Econometrics. -
電子資源:	https://doi.org/10.1017/CBO9780511754012
ISBN:	9780511754012 (ebook)

Introduction to the mathematical and statistical foundations of econometrics /
Bierens, Herman J.,1943-

Introduction to the mathematical and statistical foundations of econometrics /Introduction to the Mathematical & Statistical Foundations of EconometricsHerman J. Bierens. - 1 online resource (xvii, 323 pages) :digital, PDF file(s). - Themes in modern econometrics. - Themes in modern econometrics..

Title from publisher's bibliographic system (viewed on 05 Oct 2015).

This book is intended for use in a rigorous introductory PhD 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. Some chapters have their own appendices containing the more advanced topics and/or difficult proofs. Moreover, there are three appendices with material that is supposed to be known. Appendix I contains a comprehensive review of linear algebra, including all the proofs. Appendix II reviews a variety of mathematical topics and concepts that are used throughout the main text, and Appendix III reviews complex analysis. Therefore, this book is uniquely self-contained.

ISBN: 9780511754012 (ebook)Subjects--Topical Terms:

556981
Econometrics.

LC Class. No.: HB139 / .B527 2004

Dewey Class. No.: 330/.01/5195

Introduction to the mathematical and statistical foundations of econometrics /
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