An edition of Introduction to the Mathematical and Statistical Foundations of Econometrics (Themes in Modern Econometrics)
(2004)
Introduction to the Mathematical and Statistical Foundations of Econometrics (Themes in Modern Econometrics)
by Herman J. Bierens
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"This book is intended for use in a rigorous introductory Ph.D.-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."--BOOK JACKET.
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Previews available in: English
| Edition | Availability |
|---|---|
1
Introduction to the Mathematical and Statistical Foundations of Econometrics (Themes in Modern Econometrics)
December 20, 2004, Cambridge University Press
Hardcover
in English
0521834317 9780521834315
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2
Introduction to the Mathematical and Statistical Foundations of Econometrics (Themes in Modern Econometrics)
December 20, 2004, Cambridge University Press
Paperback
in English
0521542243 9780521542241
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| January 23, 2026 | Edited by MARC Bot | import existing book |
| August 1, 2020 | Edited by ImportBot | import existing book |
| July 28, 2014 | Edited by ImportBot | import new book |
| April 28, 2010 | Edited by Open Library Bot | Linked existing covers to the work. |
| December 10, 2009 | Created by WorkBot | add works page |