National Science Library of Georgia

Introduction to the mathematical and statistical foundations of econometrics / (Record no. 516682)

MARC details
000 -LEADER
fixed length control field 02330nam a22003618i 4500
001 - CONTROL NUMBER
control field CR9780511754012
003 - CONTROL NUMBER IDENTIFIER
control field UkCbUP
005 - DATE AND TIME OF LATEST TRANSACTION
control field 20200124160220.0
006 - FIXED-LENGTH DATA ELEMENTS--ADDITIONAL MATERIAL CHARACTERISTICS--GENERAL INFORMATION
fixed length control field m|||||o||d||||||||
007 - PHYSICAL DESCRIPTION FIXED FIELD--GENERAL INFORMATION
fixed length control field cr||||||||||||
008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION
fixed length control field 100422s2004||||enk o ||1 0|eng|d
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
International Standard Book Number 9780511754012 (ebook)
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
Cancelled/invalid ISBN 9780521834315 (hardback)
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
Cancelled/invalid ISBN 9780521542241 (paperback)
040 ## - CATALOGING SOURCE
Original cataloging agency UkCbUP
Language of cataloging eng
Description conventions rda
Transcribing agency UkCbUP
050 00 - LIBRARY OF CONGRESS CALL NUMBER
Classification number HB139
Item number .B527 2004
082 00 - DEWEY DECIMAL CLASSIFICATION NUMBER
Classification number 330/.01/5195
Edition number 22
100 1# - MAIN ENTRY--PERSONAL NAME
Personal name Bierens, Herman J.,
Dates associated with a name 1943-
Relator term author.
245 10 - TITLE STATEMENT
Title Introduction to the mathematical and statistical foundations of econometrics /
Statement of responsibility, etc Herman J. Bierens.
246 3# - VARYING FORM OF TITLE
Title proper/short title Introduction to the Mathematical & Statistical Foundations of Econometrics
264 #1 - Production, Publication, Distribution, Manufacture, and Copyright Notice (R)
Place of production, publication, distribution, manufacture (R) Cambridge :
Name of producer, publisher, distributor, manufacturer (R) Cambridge University Press,
Date of production, publication, distribution, manufacture, or copyright notice 2004.
300 ## - PHYSICAL DESCRIPTION
Extent 1 online resource (xvii, 323 pages) :
Other physical details digital, PDF file(s).
336 ## - Content Type (R)
Content type term (R) text
Content type code (R) txt
Source (NR) rdacontent
337 ## - Media Type (R)
Media type term (R) computer
Media type code (R) c
Source (NR) rdamedia
338 ## - Carrier Type (R)
Carrier type term (R) online resource
Carrier type code (R) cr
Source (NR) rdacarrier
490 1# - SERIES STATEMENT
სერიის ცნობა Themes in modern econometrics
500 ## - GENERAL NOTE
General note Title from publisher's bibliographic system (viewed on 05 Oct 2015).
520 ## - SUMMARY, ETC.
Summary, etc This book is intended for use in a rigorous introductory PhD level course in econometrics, or in a field course in econometric theory. It 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, central limit theorems and related results for independent random variables as well as for stationary time series, with applications to asymptotic inference of M-estimators, and maximum likelihood theory. Some chapters have their own appendices containing the more advanced topics and/or difficult proofs. Moreover, there are three appendices with material that is supposed to be known. Appendix I contains a comprehensive review of linear algebra, including all the proofs. Appendix II reviews a variety of mathematical topics and concepts that are used throughout the main text, and Appendix III reviews complex analysis. Therefore, this book is uniquely self-contained.
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Econometrics.
776 08 - ADDITIONAL PHYSICAL FORM ENTRY
Display text Print version:
International Standard Book Number 9780521834315
830 #0 - SERIES ADDED ENTRY--UNIFORM TITLE
Uniform title Themes in modern econometrics.
856 40 - ELECTRONIC LOCATION AND ACCESS
Uniform Resource Identifier <a href="https://doi.org/10.1017/CBO9780511754012">https://doi.org/10.1017/CBO9780511754012</a>

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