| 000 | 02330nam a22003618i 4500 | ||
|---|---|---|---|
| 001 | CR9780511754012 | ||
| 003 | UkCbUP | ||
| 005 | 20200124160220.0 | ||
| 006 | m|||||o||d|||||||| | ||
| 007 | cr|||||||||||| | ||
| 008 | 100422s2004||||enk o ||1 0|eng|d | ||
| 020 | _a9780511754012 (ebook) | ||
| 020 | _z9780521834315 (hardback) | ||
| 020 | _z9780521542241 (paperback) | ||
| 040 |
_aUkCbUP _beng _erda _cUkCbUP |
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| 050 | 0 | 0 |
_aHB139 _b.B527 2004 |
| 082 | 0 | 0 |
_a330/.01/5195 _222 |
| 100 | 1 |
_aBierens, Herman J., _d1943- _eauthor. |
|
| 245 | 1 | 0 |
_aIntroduction to the mathematical and statistical foundations of econometrics / _cHerman J. Bierens. |
| 246 | 3 | _aIntroduction to the Mathematical & Statistical Foundations of Econometrics | |
| 264 | 1 |
_aCambridge : _bCambridge University Press, _c2004. |
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| 300 |
_a1 online resource (xvii, 323 pages) : _bdigital, PDF file(s). |
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| 336 |
_atext _btxt _2rdacontent |
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| 337 |
_acomputer _bc _2rdamedia |
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| 338 |
_aonline resource _bcr _2rdacarrier |
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| 490 | 1 | _aThemes in modern econometrics | |
| 500 | _aTitle from publisher's bibliographic system (viewed on 05 Oct 2015). | ||
| 520 | _aThis 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 | _aEconometrics. | |
| 776 | 0 | 8 |
_iPrint version: _z9780521834315 |
| 830 | 0 | _aThemes in modern econometrics. | |
| 856 | 4 | 0 | _uhttps://doi.org/10.1017/CBO9780511754012 |
| 999 |
_c516682 _d516680 |
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