Let us wish you a happy birthday!
Date of Birth
Please fill in a complete birthday Enter a valid birthday
×
Introduction To The Mathematical And Statistical Foundations Of Econometrics
356.00 EGP

Introduction To The Mathematical And Statistical Foundations Of Econometrics

Be the first to rate this product 

356.00 EGP 

  - You Save 0.00 EGP
All prices include VAT  Details
Category Type
Economics & Political Sciences
ISBN
9780521542241
Author
Herman J. Bierens
Publisher
Cambridge
Description:

  • 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 ...

Ship to Cairo (Change city)
Delivered within Tuesday, Jan 22 - Thursday, Jan 24 to Cairo
Only 1 left in stock!

Condition:
New
Sold by:
AngloEgyptianBookshop (89% Positive Rating)
Seller Note:
9780521542241 

PRODUCT INFORMATION

  •  

    Specifications

    Category Type
    Economics & Political Sciences
    ISBN
    9780521542241
    Item EAN
    2724584916424
    People
    Author
    Herman J. Bierens
    People
    Publisher
    Cambridge
    Category Type
    Economics & Political Sciences
    ISBN
    9780521542241
    Item EAN
    2724584916424
    People
    Author
    Herman J. Bierens
    People
    Publisher
    Cambridge
    Technical Information
    Binding
    Paperback
    Languages and countries
    Book Language
    English
    Read more
  •  

    Description:

    • 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
    • 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.
 

Customer Reviews

0
No ratings yet
Be the first to rate this product
Rate this product:

Sponsored products for you

×

Please verify your mobile number to complete your checkout

We will send you an SMS containing a verification code. Please double check your mobile number and click on "Send Verification Code".

+ Edit