Introduction to the mathematical and statistical foundations of econometrics / Herman J. Bierens.

By:

Bierens, Herman J, 1943- [author.]

Material type: Text

TextSeries: Themes in modern econometricsPublisher: New York : Cambridge University Press, 2004Description: xvii, 323 pages ; 24 cmContent type:

text

Media type:

unmediated

Carrier type:

volume

ISBN:

0521834317
0521542243 (pb.)

Subject(s):

Econometrics

DDC classification:

330.015195 22 B.H.I

LOC classification:

HB139 .B527 2004

Online resources:

Abstract

Contents:

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.

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Item type	Current library	Collection	Call number	Status	Date due	Barcode
Books	Main library A4	Faculty of Economics & Political (Economics)	330.015195 B.H.I (Browse shelf(Opens below))	Available		00011682

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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.

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