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Introduction to the Mathematical and...

Bierens, Herman J.

Introduction to the Mathematical and Statistical Foundations of Econometrics.

Record Type:	Electronic resources : Monograph/item
Title/Author:	Introduction to the Mathematical and Statistical Foundations of Econometrics.
Author:	Bierens, Herman J.
other author:	Gourieroux, Christian.
Published:	Cambridge :Cambridge University Press,2004.
Description:	345 p.
Subject:	Econometrics.
Online resource:	Click here to view book
ISBN:	9780511754012 (electronic bk.)

Introduction to the Mathematical and Statistical Foundations of Econometrics.
Bierens, Herman J.

Introduction to the Mathematical and Statistical Foundations of Econometrics.[electronic resource]. - Cambridge :Cambridge University Press,2004. - 345 p.

Cover; Half-title; Series-title; Title; Copyright; Contents; Preface; 1 Probability and Measure; 2 Borel Measurability, Integration, and Mathematical Expectations; 3 Conditional Expectations; 4 Distributions and Transformations; 5 The Multivariate Normal Distribution and Its Application to Statistical Inference; 6 Modes of Convergence; 7 Dependent Laws of Large Numbers and Central Limit Theorems; 8 Maximum Likelihood Theory; Appendix I ��Review of Linear Algebr; Appendix II ��Miscellaneous Mathematics; Appendix III ��A Brief Review of Complex Analysis; Appendix IV ��Tables of Critical Values

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.

Electronic reproduction.

Available via World Wide Web.

Mode of access: World Wide Web.

ISBN: 9780511754012 (electronic bk.)Subjects--Topical Terms:

182271
Econometrics.
Index Terms--Genre/Form:

214472
Electronic books.

LC Class. No.: HB139 .B527 2004eb

Dewey Class. No.: 330.015195

Introduction to the Mathematical and Statistical Foundations of Econometrics.
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100 1 $a Bierens, Herman J. $3 324558
245 1 0 $a Introduction to the Mathematical and Statistical Foundations of Econometrics. $h [electronic resource].
260 $a Cambridge : $b Cambridge University Press, $c 2004.
300 $a 345 p.
505 0 $a Cover; Half-title; Series-title; Title; Copyright; Contents; Preface; 1 Probability and Measure; 2 Borel Measurability, Integration, and Mathematical Expectations; 3 Conditional Expectations; 4 Distributions and Transformations; 5 The Multivariate Normal Distribution and Its Application to Statistical Inference; 6 Modes of Convergence; 7 Dependent Laws of Large Numbers and Central Limit Theorems; 8 Maximum Likelihood Theory; Appendix I ��Review of Linear Algebr; Appendix II ��Miscellaneous Mathematics; Appendix III ��A Brief Review of Complex Analysis; Appendix IV ��Tables of Critical Values
505 8 $a ReferencesIndex
520 $a 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.
533 $a Electronic reproduction. $n Available via World Wide Web.
538 $a Mode of access: World Wide Web.
650 4 $a Econometrics. $3 182271
655 7 $a Electronic books. $2 local. $3 214472
700 1 $a Gourieroux, Christian. $3 324556
700 1 $a Phillips, Peter C. B. $3 322826
700 1 $a Wickens, Michael. $3 324557
710 2 $a Ebooks Corporation. $3 322111
776 1 $z 9780521834315
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