A primer in econometric theory /
Stachurski, John,1969-author.
Includes bibliographical references and index.
Background -- Vector spaces -- Linear algebra and matrices -- Foundations of probability -- Modeling dependence -- Asymptotics -- Further topics in probability -- Foundations of statistics -- Estimators -- Properties of estimators -- Confidence intervals and tests -- Econometric models -- Regression -- Ordinary least squares -- Large samples and dependence -- Regularization -- Appendices.
Economics
Economics