Introduction to the mathematical and statistical foundations of econometrics
Auteur :
Bierens, Herman J.
Éditeur :
Cambridge University Press
ISBN :
9780521834315
Date de publication :
20 déc. 2004
Dimensions :
22,9 x 15,2 x 2,4 cm
Poids :
680 g
Langue :
Anglais
Pays d'origine :
Grande Bretagne
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.