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Introduction to the mathematical and statistical foundation of econometrics

By: Bierens, Herman J.
Material type: materialTypeLabelBookPublisher: Cambridge Cambridge University Press 2004Description: 323 p.ISBN: 0521542243.Subject(s): EconometricsDDC classification: 330.182 Summary: The focus of this book is on clarifying the mathematical and statistical foundations of econometrics. Therefore, the text provides all the proofs, or at least motivations if proofs are too complicated, of the mathematical and statistical results necessary for understanding modern econometric theory. In this respect, it differs from other econometrics textbooks.
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Books Vikram Sarabhai Library
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The focus of this book is on clarifying the mathematical and statistical foundations of econometrics. Therefore, the text provides all the proofs, or at least motivations if proofs are too complicated, of the mathematical and statistical results necessary for understanding modern econometric theory. In this respect, it differs from other econometrics textbooks.

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