Titel: Introduction to the Mathematical and Statistical Foundations of Econometrics (Themes in Modern Econometrics)
Verlag: Cambridge University Press
Erscheinungsjahr: 2004
Sprache: Englisch
ISBN-10: 0521542243
ISBN-13: 9780521542241
Einband: Softcover
Zustand: New

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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.

�ber die Autorin bzw. den Autor

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.

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