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      Introduction to the Mathematical and Statistical Foundations of Econometrics

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      SKU 9780521834315 Categories ,
      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...

      £79.99

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      Description

      Product ID:9780521834315
      Product Form:Hardback
      Country of Manufacture:GB
      Series:Themes in Modern Econometrics
      Title:Introduction to the Mathematical and Statistical Foundations of Econometrics
      Authors:Author: Herman J. Bierens
      Page Count:344
      Subjects:Econometrics and economic statistics, Econometrics, Econometrics and economic statistics, Applied mathematics, Economic statistics, Applied mathematics
      Description: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.
      Imprint Name:Cambridge University Press
      Publisher Name:Cambridge University Press
      Country of Publication:GB
      Publishing Date:2004-12-20

      Additional information

      Weight676 g
      Dimensions237 × 161 × 26 mm