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Introduction to the mathematical and statistical foundations of econometrics

By: Bierens, Herman J.
Series: Themes in Modern Econometrics. Publisher: USA Cambridge University Press 2004Description: xvii, 323 p.ISBN: 9780521542241.Subject(s): EconometricsDDC classification: 330.01 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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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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