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Bierens, Herman J., 1943-

Introduction to the mathematical and statistical foundations of econometrics / Herman J. Bierens. - Cambridge : Cambridge University Press, 2004. - 344 p. : ill. - Themes in modern econometrics. .

Includes bibliographical references 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

ISBN: 9780521542241: £22.99 9780521834315: œ50.00 0521542243

Subjects--Topical Terms:
Econometrics.
Economics.
Econometrics & economic statistics
Applied mathematics

LC Class. No.: / .B527 2004

Dewey Class. No.: 330.0182