Introduction to the Mathematical and Statistical Foundations of Econometrics
Book Details
Format
Hardback or Cased Book
Book Series
Themes in Modern Econometrics
ISBN-10
0521834317
ISBN-13
9780521834315
Publisher
Cambridge University Press
Imprint
Cambridge University Press
Country of Manufacture
GB
Country of Publication
GB
Publication Date
Dec 20th, 2004
Print length
344 Pages
Weight
676 grams
Dimensions
23.70 x 16.10 x 2.60 cms
Product Classification:
EconometricsEconomic statisticsApplied mathematics
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Ksh 15,650.00
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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.
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