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Introduction to the Mathematical and Statistical Foundations of Econometrics (English, Herman J. Bierens | Peter C. B. Phillips | Christian Gourieroux)
Business & Economics

Introduction to the Mathematical and Statistical Foundations of Econometrics (English, Herman J. Bierens | Peter C. B. Phillips | Christian Gourieroux)

By Herman J. Bierens | Peter C. B. Phillips | Christian GourierouxCambridge University Press
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Book Details

ISBN-139780521542241
ISBN-100521542243

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About the Book

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.

ISBN: 9780521542241

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