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Introduction to the Mathematical and...

Bierens, Herman J.

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Introduction to the Mathematical and Statistical Foundations of Econometrics.

Record Type:	Electronic resources : Monograph/item
Title/Author:	Introduction to the Mathematical and Statistical Foundations of Econometrics./
Author:	Bierens, Herman J.
other author:	Gourieroux, Christian.
Published:	Cambridge :Cambridge University Press, : 2004.,
Description:	345 p.
[NT 15003449]:	Cover; Half-title; Series-title; Title; Copyright; Contents; Preface; 1 Probability and Measure; 2 Borel Measurability, Integration, and Mathematical Expectations; 3 Conditional Expectations; 4 Distributions and Transformations; 5 The Multivariate Normal Distribution and Its Application to Statistical Inference; 6 Modes of Convergence; 7 Dependent Laws of Large Numbers and Central Limit Theorems; 8 Maximum Likelihood Theory; Appendix I - Review of Linear Algebr; Appendix II - Miscellaneous Mathematics; Appendix III - A Brief Review of Complex Analysis; Appendix IV - Tables of Critical Values
[NT 15003449]:	ReferencesIndex
Subject:	Econometrics. -
Online resource:	http://dx.doi.org/10.1017/CBO9780511754012Click here to view book
ISBN:	9780511754012 (electronic bk.)

Introduction to the Mathematical and Statistical Foundations of Econometrics.
Bierens, Herman J.

Introduction to the Mathematical and Statistical Foundations of Econometrics.[electronic resource]. - Cambridge :Cambridge University Press,2004. - 345 p.

Cover; Half-title; Series-title; Title; Copyright; Contents; Preface; 1 Probability and Measure; 2 Borel Measurability, Integration, and Mathematical Expectations; 3 Conditional Expectations; 4 Distributions and Transformations; 5 The Multivariate Normal Distribution and Its Application to Statistical Inference; 6 Modes of Convergence; 7 Dependent Laws of Large Numbers and Central Limit Theorems; 8 Maximum Likelihood Theory; Appendix I - Review of Linear Algebr; Appendix II - Miscellaneous Mathematics; Appendix III - A Brief Review of Complex Analysis; Appendix IV - Tables of Critical Values

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.

Electronic reproduction.

Available via World Wide Web.

Mode of access: World Wide Web.

ISBN: 9780511754012 (electronic bk.)Subjects--Topical Terms:

542934
Econometrics.
Index Terms--Genre/Form:

542853
Electronic books.

LC Class. No.: HB139 .B527 2004eb

Dewey Class. No.: 330.015195

Introduction to the Mathematical and Statistical Foundations of Econometrics.
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020 $a 9780511754012 (electronic bk.)
020 $a 9780521834315 (print)
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035 $a EBL220455
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050 0 0 $a HB139 .B527 2004eb
082 0 0 $a 330.015195 $a 330/.01/5195
100 1 $a Bierens, Herman J. $3 1899602
245 1 0 $a Introduction to the Mathematical and Statistical Foundations of Econometrics. $h [electronic resource].
260 $a Cambridge : $b Cambridge University Press, $c 2004.
300 $a 345 p.
505 0 $a Cover; Half-title; Series-title; Title; Copyright; Contents; Preface; 1 Probability and Measure; 2 Borel Measurability, Integration, and Mathematical Expectations; 3 Conditional Expectations; 4 Distributions and Transformations; 5 The Multivariate Normal Distribution and Its Application to Statistical Inference; 6 Modes of Convergence; 7 Dependent Laws of Large Numbers and Central Limit Theorems; 8 Maximum Likelihood Theory; Appendix I - Review of Linear Algebr; Appendix II - Miscellaneous Mathematics; Appendix III - A Brief Review of Complex Analysis; Appendix IV - Tables of Critical Values
505 8 $a ReferencesIndex
520 $a 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.
533 $a Electronic reproduction. $n Available via World Wide Web.
538 $a Mode of access: World Wide Web.
650 4 $a Econometrics. $3 542934
655 7 $a Electronic books. $2 lcsh $3 542853
700 1 $a Gourieroux, Christian. $3 1899603
700 1 $a Phillips, Peter C. B. $3 1897817
700 1 $a Wickens, Michael. $3 1899604
710 2 $a Ebooks Corporation. $3 1314793
776 1 $z 9780521834315
856 4 0 $z Click here to view book $u http://dx.doi.org/10.1017/CBO9780511754012