Normal view MARC view ISBD view

Bierens, Herman J., 1943-

Introduction to the mathematical and statistical foundations of econometrics [electronic resource] / Herman J. Bierens. - Cambridge, UK ; New York : Cambridge University Press, 2005. - xvii, 323 p. : ill. ; 24 cm. - Themes in modern econometrics .

Includes bibliographical references (p. 315-316) and index.

Probability and measure -- Borel measurability, integration, and mathematical expectations -- Conditional expectations -- Distributions and transformations -- The multivariate normal distribution and its application to statistical inference -- Modes of convergence -- Dependent laws of large numbers and central limit theorems -- Maximum likelihood theory.


Electronic reproduction.
Boulder, Colo. :
NetLibrary,
2005.
Available via World Wide Web.
Access may be limited to NetLibrary affiliated libraries.

ISBN: 0511080417 (electronic bk.)

Standard No.: 9780511080418 (electronic bk.)

Subjects--Topical Terms:
Econometrics.

Index Terms--Genre/Form:
Electronic books.

LC Class. No.: HB139 / .B527 2005eb

Dewey Class. No.: 330/.01/5195