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Introduction to the Mathematical and Statistical Foundations of Econometrics
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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.
Cambridge University Press; December 2004
345 pages; ISBN 9780511078897
Read online, or download in secure PDF format
345 pages; ISBN 9780511078897
Read online, or download in secure PDF format
