Introduction To The Mathematical And Statistical Foundations Of Econometrics
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Introduction to the Mathematical and Statistical Foundations of Econometrics
Author: Herman J. Bierens
language: en
Publisher: Cambridge University Press
Release Date: 2004-12-20
This book is intended for use in a rigorous introductory PhD level course in econometrics.
Statistical Foundations of Econometric Modelling
Author: Aris Spanos
language: en
Publisher: Cambridge University Press
Release Date: 1986-10-30
A thorough foundation in probability theory and statistical inference provides an introduction to the underlying theory of econometrics that motivates the student at a intuitive as well as a formal level.