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Lectures on Numerical Methods in Bifurcation Problems
Methods for Finding Zeros in Polynomials
Lectures on Stochastic Flows and Applications
Educational Psychology by Edward L. Thorndike
The Last Days of Tolstoy by V. G. Chertkov
Globalization and Responsibility
Lectures on Siegel Modular Forms and Representation by Quadratic Forms
Lectures on Topics In One-Parameter Bifurcation Problems
History of the Incas by Pedro Sarmiento de Gamboa
Linear Algebra: Theorems and Applications
Lectures on Stochastic Differential Equations and Malliavin Calculus
A Short Biographical Dictionary of English Literature
Lectures on Sieve Methods and Prime Number Theory
Dollars and Sense by William Crosbie Hunter
The Theory of the Theatre by Clayton Hamilton
The Mathematics of Investment
Occupiers of Wall Street: Losers or Game Changers
The Solution of the Pyramid Problem
Lectures on Moduli of Curves
Walden by Henry David Thoreau
Methods for Finding Zeros in Polynomials
Lectures on Stochastic Flows and Applications
Educational Psychology by Edward L. Thorndike
The Last Days of Tolstoy by V. G. Chertkov
Globalization and Responsibility
Lectures on Siegel Modular Forms and Representation by Quadratic Forms
Lectures on Topics In One-Parameter Bifurcation Problems
History of the Incas by Pedro Sarmiento de Gamboa
Linear Algebra: Theorems and Applications
Lectures on Stochastic Differential Equations and Malliavin Calculus
A Short Biographical Dictionary of English Literature
Lectures on Sieve Methods and Prime Number Theory
Dollars and Sense by William Crosbie Hunter
The Theory of the Theatre by Clayton Hamilton
The Mathematics of Investment
Occupiers of Wall Street: Losers or Game Changers
The Solution of the Pyramid Problem
Lectures on Moduli of Curves
Walden by Henry David Thoreau
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Introduction to the Mathematical and Statistical Foundations of Econometrics (Themes in Modern Econometrics)
Posted on 2010-04-13
|
Author: Herman J. Bierens
Publisher: Cambridge University Press (2004) Binding: Hardcover, 344 pages pricer: $100.00 ISBN-10: 0521834317 editorialreviews This book is intended for use in a rigorous introductory Ph.D. 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. checked
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