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...
Clasificación: | Libro Electrónico |
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Autor principal: | |
Formato: | Electrónico eBook |
Idioma: | Inglés |
Publicado: |
Cambridge, UK ; New York :
Cambridge University Press,
2005.
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Colección: | Themes in modern econometrics.
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Temas: | |
Acceso en línea: | Texto completo |
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. |
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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 |