Introduction to the Mathematical and Statistical Foundations of Econometrics (Themes in Modern Econometrics)
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Book Details
Author(s)Herman J. Bierens
PublisherCambridge University Press
ISBN / ASINB007K4ZXVA
ISBN-13978B007K4ZXV1
MarketplaceFrance 🇫🇷
Description ▲
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.