Introduction to the mathematical and statistical foundations of econometrics
Bierens, Herman J.
creator
xxu
USA
Cambridge University Press
2004
eng
xvii, 323 p.
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.
Bierens, Herman J.
Econometrics
330.01
Themes in Modern Econometrics
9780521542241
140323