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 Gourieroux
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Book Details
Publisher
Cambridge University Press
Language
English
ISBN-13
9780521542241
ISBN-10
0521542243
Author
Herman J. Bierens | Peter C. B. Phillips | Christian Gourieroux
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
ISBN-13: 9780521542241
ISBN-10: 0521542243
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Product ID: isbn-9780521542241
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