Introduction to the Mathematical and...
Bierens, Herman J.

 

  • Introduction to the Mathematical and Statistical Foundations of Econometrics.[electronic resource].
  • 紀錄類型: 書目-語言資料,印刷品 : Monograph/item
    杜威分類號: 330.015195
    書名/作者: Introduction to the Mathematical and Statistical Foundations of Econometrics.
    作者: Bierens, Herman J.
    其他作者: Gourieroux, Christian.
    出版者: Cambridge : : Cambridge University Press,, 2004.
    面頁冊數: 345 p.
    標題: Econometrics.
    ISBN: 9780511754012 (electronic bk.)
    ISBN: 9780521834315 (print)
    內容註: Cover; Half-title; Series-title; Title; Copyright; Contents; Preface; 1 Probability and Measure; 2 Borel Measurability, Integration, and Mathematical Expectations; 3 Conditional Expectations; 4 Distributions and Transformations; 5 The Multivariate Normal Distribution and Its Application to Statistical Inference; 6 Modes of Convergence; 7 Dependent Laws of Large Numbers and Central Limit Theorems; 8 Maximum Likelihood Theory; Appendix I – Review of Linear Algebr; Appendix II – Miscellaneous Mathematics; Appendix III – A Brief Review of Complex Analysis; Appendix IV – Tables of Critical Values
    摘要、提要註: 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.
    電子資源: Click here to view book
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