Introduction to the mathematical and statistical foundations of econometrics /
Bierens, Herman J., 1943-
Introduction to the mathematical and statistical foundations of econometrics / Herman J. Bierens. - xvii, 323 pages ; 24 cm. - Themes in modern econometrics .
economic&political bookfair2015
Includes bibliographical references (p. 315-316) and index.
Probability and measure --
Borel measurability, integration, and mathematical expectations --
Conditional expectations --
Distributions and transformations --
The multivariate normal distribution and its application to statistical inference --
Modes of convergence --
Dependent laws of large numbers and central limit theorems --
Maximum likelihood theory.
0521834317 0521542243 (pb.)
2004040792
Econometrics.
HB139 / .B527 2004
330.015195 / B.H.I
Introduction to the mathematical and statistical foundations of econometrics / Herman J. Bierens. - xvii, 323 pages ; 24 cm. - Themes in modern econometrics .
economic&political bookfair2015
Includes bibliographical references (p. 315-316) and index.
Probability and measure --
Borel measurability, integration, and mathematical expectations --
Conditional expectations --
Distributions and transformations --
The multivariate normal distribution and its application to statistical inference --
Modes of convergence --
Dependent laws of large numbers and central limit theorems --
Maximum likelihood theory.
0521834317 0521542243 (pb.)
2004040792
Econometrics.
HB139 / .B527 2004
330.015195 / B.H.I