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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Bibliographic Details
Main Author: Bierens, Herman J., 1943-
Format: Electronic eBook
Language:English
Published: Cambridge, UK ; New York : Cambridge University Press, 2005.
Series:Themes in modern econometrics.
Subjects:
Online Access:CONNECT

MARC

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