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Introduction to the mathematical and statistical foundations of econometrics /

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...

Descripción completa

Detalles Bibliográficos
Clasificación:Libro Electrónico
Autor principal: Bierens, Herman J., 1943-
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Cambridge, UK ; New York : Cambridge University Press, 2005.
Colección:Themes in modern econometrics.
Temas:
Acceso en línea:Texto completo
Descripción
Sumario: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.
Descripción Física:1 online resource (xvii, 323 pages) : illustrations
Bibliografía:Includes bibliographical references (pages 315-316) and index.
ISBN:0511080417
9780511080418
0511121695
9780511121692
0511079656
9780511079658
9780511754012
0511754019
9780521834315
0521834317
1280163445
9781280163449