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Lieferstatus:	i.d.R. innert 7-14 Tagen versandfertig
Veröffentlichung:	Dezember 2004
Genre:	Wirtschaft / Recht
	Applied mathematics / BUSINESS & ECONOMICS / Econometrics / Econometrics / Econometrics and economic statistics / Economic statistics
ISBN:	9780521834315
EAN-Code:	9780521834315
Verlag:	Cambridge Academic
Einband:	Gebunden
Sprache:	English
Dimensionen:	H 229 mm / B 152 mm / D 24 mm
Gewicht:	680 gr
Illustration:	19 b/w illus. 12 tables, Zeichnungen, nicht spezifiziert, Tabellen, nicht spezifiziert
Bewertung:	Titel bewerten / Meinung schreiben

Inhalt:

This book is intended for use in a rigorous introductory PhD level course in econometrics, or in a field course in econometric theory. It 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, central limit theorems and related results for independent random variables as well as for stationary time series, with applications to asymptotic inference of M-estimators, and maximum likelihood theory. Some chapters have their own appendices containing the more advanced topics and/or difficult proofs. Moreover, there are three appendices with material that is supposed to be known. Appendix I contains a comprehensive review of linear algebra, including all the proofs. Appendix II reviews a variety of mathematical topics and concepts that are used throughout the main text, and Appendix III reviews complex analysis. Therefore, this book is uniquely self-contained.