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9780521542241

Introduction to the Mathematical and Statistical Foundations of Econometrics

Introduction to the Mathematical and Statistical Foundations of Econometrics
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Product details

  • ISBN-13: 9780521542241
  • ISBN: 0521542243
  • Publication Date: 2004
  • Publisher: Cambridge Univ Pr

AUTHOR

Bierens, Herman J., Phillips, Peter C. B., Gourieroux, Christian

SUMMARY

Covers the measure-theoretical foundation of probability theory, various laws of large numbers, central limit theorems & related results for independent random variables as well as for stationary time series, with applications to asymptotic inference of M-estimators, & maximum likelihood theory.Bierens, Herman J. is the author of 'Introduction to the Mathematical and Statistical Foundations of Econometrics', published 2004 under ISBN 9780521542241 and ISBN 0521542243.

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