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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...
| 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 |
Tabla de Contenidos:
- Probability and measure
- Borel measurability, integration, and mathematical expectations
- Conditional expectations
- Distributions and transformations
- The multivariate normal distribution and its application to statistical inference
- Modes of convergence
- Dependent laws of large numbers and central limit theorems
- Maximum likelihood theory.