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Introduction to the Mathematical and Statistical Foundations of Econometrics

Posted By: Sonora
Introduction to the Mathematical and Statistical Foundations of Econometrics

Herman J. Bierens, Introduction to the Mathematical and Statistical Foundations of Econometrics
Cambridge University Press | ISBN 0521542243 | 2005 | PDF | 344 Pages | 1,8 MB

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.