Introduction to the mathematical and statistical foundations of econometrics

By:

Bierens, Herman J

Material type: Book

BookSeries: Themes in modern econometricsPublication details: [s.l]: Cambridge University Press, 2004.Description: xvii, 323 p.: 23 cmISBN:

9780521542241

DDC classification:

330.015195 BIE

Online resources:

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Holdings
Item type	Current library	Collection	Call number	Status	Date due	Barcode
Books	IIT Gandhinagar	General	330.015195 BIE (Browse shelf(Opens below))	Available		002608

This book is intended for use in a rigorous introductory Ph.D.-level course in econometrics, or in a field course in econometric theory. It 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, central limit theorems and related results for independent random variables as well as for stationary time series, with applications to asymptotic inference of M-estimators, and maximum likelihood theory.-BOOK JACKET.

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