Introduction to the Mathematical and Statistical Foundations of Econometrics

(Bog, Paperback / softback, Engelsk)

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Beskrivelse

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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Alle detaljer

Forlag Cambridge University Press
Forfatter Herman J. (Pennsylvania State University) Bierens
Type Bog
Format Paperback / softback
Sprog Engelsk
Udgivelsesdato 20-12-2004
Første udgivelsesår 2004
Serie Themes in Modern Econometrics
Illustrationer 12 Tables, unspecified; 19 Line drawings, unspecified
Originalsprog United Kingdom
Sideantal 344
Indbinding Paperback / softback
Forlag Cambridge University Press
Serieredaktør Peter C. B. Phillips, Eric Ghysels, Richard J. Smith
Sideoplysninger 344 pages, 12 Tables, unspecified; 19 Line drawings, unspecified
Mål 228 x 151 x 19
ISBN-13 / EAN-13 9780521542241