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 |
| Summary: | 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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| Item Description: | EBSCO eBook Academic Comprehensive Collection North America |
| Physical Description: | 1 online resource (xvii, 323 pages) : illustrations |
| Bibliography: | Includes bibliographical references (pages 315-316) and index. |
| ISBN: | 0511080417 9780511080418 0511121695 9780511121692 0511079656 9780511079658 9780511754012 0511754019 9780521834315 0521834317 1280163445 9781280163449 |
