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This book is intended for use in a rigorous introductory PhD level course in econometrics.
Le informazioni nella sezione "Riassunto" possono far riferimento a edizioni diverse di questo titolo.
Informazioni sull'autore
Herman J. Bierens is Professor of Economics at the Pennsylvania State University and part-time Professor of Econometrics at Tilburg University, The Netherlands. He is Associate Editor of the Journal of Econometrics and Econometric Reviews, and has been an Associate Editor of Econometrica. Professor Bierens has written two monographs, Robust Methods and Asymptotic Theory in Nonlinear Econometrics and Topics in Advanced Econometrics Cambridge University Press 1994), as well as numerous journal articles. His current research interests are model (mis)specification analysis in econometrics and its application in empirical research, time series econometrics, and the econometric analysis of dynamic stochastic general equilibrium models.
Le informazioni nella sezione "Su questo libro" possono far riferimento a edizioni diverse di questo titolo.
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Introduction to the Mathematical and Statistical Foundations of Econometrics (Themes in Modern Econometrics)
Editore:
Cambridge University Press, 2004
ISBN 10: 0521542243
ISBN 13: 9780521542241
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Condizione: acceptable. Book is considered to be in acceptable condition. The actual cover image may not match the stock photo. Book may have one or more of the following defects: noticeable wear on the cover dust jacket or spine; curved, dog eared or creased page s ; writing or highlighting inside or on the edges; sticker s or other adhesive on cover; CD DVD may not be included; and book may be a former library copy. Codice articolo SEWV.0521542243.A
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Introduction to the Mathematical and Statistical Foundations of Econometrics (Themes in Modern Econometrics)
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Introduction to the Mathematical and Statistical Foundations of Econometrics
Editore:
Cambridge University Press, 2004
ISBN 10: 0521542243
ISBN 13: 9780521542241
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Paperback / softback. Condizione: New. This item is printed on demand. New copy - Usually dispatched within 5-9 working days. Codice articolo C9780521542241
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Introduction to the Mathematical and Statistical Foundations of Econometrics
Editore:
Cambridge University Press CUP, 2004
ISBN 10: 0521542243
ISBN 13: 9780521542241
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Condizione: New. pp. 344 Index. Codice articolo 26190274
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Introduction to the Mathematical and Statistical Foundations of Econometrics
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Condizione: New. Print on Demand pp. 344 Figures, 2:B&W 6 x 9 in or 229 x 152 mm Perfect Bound on Creme w/Gloss Lam. Codice articolo 7690397
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Introduction to the Mathematical and Statistical Foundations of Econometrics
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Condizione: New. PRINT ON DEMAND pp. 344 19 Diagrams. Codice articolo 18190280
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Introduction to the Mathematical and Statistical Foundations of Econometrics (Themes in Modern Econometrics)
Editore:
Cambridge University Press, 2004
ISBN 10: 0521542243
ISBN 13: 9780521542241
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paperback. Condizione: New. In shrink wrap. Looks like an interesting title! Codice articolo Q-0521542243
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Introduction to the Mathematical and Statistical Foundations of Econometrics (Paperback)
Editore:
Cambridge University Press, Cambridge, 2004
ISBN 10: 0521542243
ISBN 13: 9780521542241
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Paperback. Condizione: new. Paperback. 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. Intended for use in a rigorous introductory PhD level course in econometrics, or a field course in econometric theory, this book 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, and more. This item is printed on demand. Shipping may be from our UK warehouse or from our Australian or US warehouses, depending on stock availability. Codice articolo 9780521542241
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Introduction to the Mathematical and Statistical Foundations of Econometrics
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Condizione: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Intended for use in a rigorous introductory PhD level course in econometrics, or a field course in econometric theory, this book covers the measure-theoretical foundation of probability theory, the multivariate normal distribution with its application to cl. Codice articolo 446939247
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Themes in Modern Econometrics: Introduction to the Mathematical and Statistical Foundations of Econometrics
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Condizione: New. This book is intended for use in a rigorous introductory PhD level course in econometrics. Series Editor(s): Phillips, Peter C. B.; Ghysels, Eric; Smith, Richard J. Series: Themes in Modern Econometrics. Num Pages: 344 pages, 19 b/w illus. 12 tables. BIC Classification: KCH. Category: (P) Professional & Vocational. Dimension: 228 x 151 x 19. Weight in Grams: 524. . 2004. Paperback. . . . . Books ship from the US and Ireland. Codice articolo V9780521542241
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