Introduction to the Mathematical and Statistical Foundations of Econometrics (Themes in Modern Econometrics) - Image 1

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Cambridge University Press Introduction to the Mathematical and Statistical Foundations of Econometrics (Themes in Modern Econometrics)

Name: Introduction to the Mathematical and Statistical Foundations of Econometrics (Themes in Modern Econometrics)
Brand: Cambridge University Press
Price: 40.0 GBP
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Higher Education

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Description

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.

Product Specifications

Brand: Cambridge University Press
Format: paperback
ASIN: 0521542243
Category: Books > Subjects > Science, Nature & Maths > Mathematics > Education > Higher Education
Domain: Amazon UK
Release Date: 31 March 2005
Listed Since: 09 January 2007

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Cambridge University Press Introduction to the Mathematical and Statistical Foundations of Econometrics (Themes in Modern Econometrics)

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