Billede af bogens forside - Introduction to the Mathematical and Statistical Foundations of Econometrics

Introduction to the Mathematical and Statistical Foundations of Econometrics

af Herman J. (Pennsylvania State University) Bierens

Bog, Hardback, Engelsk, 2004

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.

Priser fra 4 boghandlere

Bogdetaljer

  • SprogEngelsk
  • IndbindingHardback
  • ISBN9780521834315
  • Udgivet20/12/2004
  • Udgivet afCambridge University Press
  • Længde344 sider
  • ForfatterHerman J. (Pennsylvania State University) Bierens
  • GenreBusiness og læring, Økonomi og finans