Introduction to the mathematical and statistical foundations of econometrics
By: Herman J. Bierens
Series: Themes in modern econometrics; Themes in modern econometrics
Publisher: Cambridge University Press
Published: 2005
Place of publication: Cambridge, UK; New York
Language: eng
Format: [electronic resource] /
Number of pages: 323
ISBN-13: 9780511080418
Subjects: Statistics; Econometrics; BUSINESS & ECONOMICS
Notes: Includes bibliographical references (p. 315-316) and index.

Description based on print version record.
Table of contents: title: Probability and measure; title: Borel measurability, integration, and mathematical expectations; title: Conditional expectations; title: Distributions and transformations; title: The multivariate normal distribution and its application to statistical inference; title: Modes of convergence; title: Dependent laws of large numbers and central limit theorems; title: Maximum likelihood theory.