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Introduction to the Mathematical and Statistical Foundations of Econometrics

By: Herman J. (Pennsylvania State University) Bierens (Author)

1 in stock

Ksh 19,200.00

Format: Hardback or Cased Book

ISBN-13: 9780521834315

Publisher: Cambridge University Press

Publication Date: Dec 20th, 2004

Weight: 676 grams

Dimension: 23.70 x 16.10 x 2.60 cms

Category: Economic statistics

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Intended for use in a rigorous introductory PhD level course in econometrics, or a field course in econometric theory, this book covers the measure-theoretical foundation of probability theory, the multivariate normal distribution with its application to classical linear regression analysis, various laws of large numbers, and more.

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