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...
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| Main Author: | |
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| Format: | Electronic eBook |
| Language: | English |
| Published: |
Cambridge, UK ; New York :
Cambridge University Press,
2005.
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| Series: | Themes in modern econometrics.
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| Subjects: | |
| Online Access: | CONNECT |
