Herman J. Bierens (Pennsylvania State University)
Gebundenes Buch
Introduction to the Mathematical and Statistical Foundations of Econometrics
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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.
Herman J. Bierens is Professor of Economics at the Pennsylvania State University and part-time Professor of Econometrics at Tilburg University, The Netherlands. He is Associate Editor of the Journal of Econometrics and Econometric Reviews, and has been an Associate Editor of Econometrica. Professor Bierens has written two monographs, Robust Methods and Asymptotic Theory in Nonlinear Econometrics and Topics in Advanced Econometrics Cambridge University Press 1994), as well as numerous journal articles. His current research interests are model (mis)specification analysis in econometrics and its application in empirical research, time series econometrics, and the econometric analysis of dynamic stochastic general equilibrium models.
Produktbeschreibung
- Themes in Modern Econometrics
- Verlag: Cambridge University Press
- Seitenzahl: 344
- Erscheinungstermin: 20. Oktober 2010
- Englisch
- Abmessung: 235mm x 157mm x 25mm
- Gewicht: 676g
- ISBN-13: 9780521834315
- ISBN-10: 0521834317
- Artikelnr.: 14727790
Herstellerkennzeichnung
Libri GmbH
Europaallee 1
36244 Bad Hersfeld
gpsr@libri.de
'The objective of this book is to use it as an introductory text for a Ph.D. level course in Econometrics. ... Appendixes are self contained with review which are easy to learn and understand. As a whole, I consider this book as unique and self-contained and it will be a great resource for researchers in the area of Econometrics.' Zentralblatt MATH
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