Introduction to the Mathematical and Statistical Foundations of Econometrics (Themes in Modern Econometrics)
"Overall, this is an excellent textbook. It offers a unique perspective different from the standard approach in the mainstream textbooks. It encourages the mastering of fundamental concepts and theoretical perspectives at a formal level geared to develop a 'mathematical mind'. It will prove valuable not only for graduate students in econometrics and econometric theory but also as a reference to all researchers in modern economics, econometrics, statistics and financial econometrics." - Economic Record"One outstanding virtue of Bierens' book is the inclusion of a large number of proofs. Some are in the text, and some are relegated to chapter appendices, but in any case, these are an essential ingredient of any such text.... Taken as a whole, this book can be seen as a rather personal compendium of things that Professor Beirens regards as important for students to know. It would be difficult indeed to fit more bits of knowledge useful to the apprentice econometrician into a book of this compass. It represents both an outstanding investment for the graduate student and an item that many researchers and practitioners will find invaluable for reference." - Econometric Reviews