Call Boomerang Books 1300 36 33 32

Description - Introduction to the Mathematical and Statistical Foundations of Econometrics by Herman J. Bierens

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.

Buy Introduction to the Mathematical and Statistical Foundations of Econometrics by Herman J. Bierens from Australia's Online Independent Bookstore, Boomerang Books.

Book Details

ISBN: 9780521542241
ISBN-10: 0521542243
Format: Paperback
(228mm x 152mm x 20mm)
Pages: 344
Imprint: Cambridge University Press
Publisher: Cambridge University Press
Publish Date: 20-Dec-2004
Country of Publication: United Kingdom

Other Editions - Introduction to the Mathematical and Statistical Foundations of Econometrics by Herman J. Bierens

Book Reviews - Introduction to the Mathematical and Statistical Foundations of Econometrics by Herman J. Bierens

» Have you read this book? We'd like to know what you think about it - write a review about Introduction to the Mathematical and Statistical Foundations of Econometrics book by Herman J. Bierens and you'll earn 50c in Boomerang Bucks loyalty dollars (you must be a Boomerang Books Account Holder - it's free to sign up and there are great benefits!)

Write Review


Author Biography - Herman J. Bierens

Herman J. Bierens is Professor of Economics at the Pennsylvania State University and part-time Professor of Econometrics at Tilburg University, The Netherlands. He is Associate Editor of the Journal of Econometrics and Econometric Reviews, and has been an Associate Editor of Econometrica. Professor Bierens has written two monographs, Robust Methods and Asymptotic Theory in Nonlinear Econometrics and Topics in Advanced Econometrics Cambridge University Press 1994), as well as numerous journal articles. His current research interests are model (mis)specification analysis in econometrics and its application in empirical research, time series econometrics, and the econometric analysis of dynamic stochastic general equilibrium models.

Books By Herman J. Bierens

Econometric Model Specification by Herman J. Bierens
Hardback, February 2017
$258.30
Topics in Advanced Econometrics by Herman J. Bierens
Paperback, February 1996
$57.56