Introduction to the mathematical and statistical foundations of econometrics [electronic resource] / Herman J. Bierens.
Material type:
TextSeries: Themes in modern econometricsPublication details: Cambridge, UK ; New York : Cambridge University Press, 2005.Description: xvii, 323 p. : ill. ; 24 cmISBN: - 0511080417 (electronic bk.)
- 330/.01/5195 22
- HB139 .B527 2005eb
| Item type | Current library | Collection | Call number | Status | Date due | Barcode | Item holds | |
|---|---|---|---|---|---|---|---|---|
eBook
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e-Library | EBSCO Business | Available |
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.