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Introduction to the Mathematical and Statistical Foundations of Econometrics
- Editore:
Cambridge University Press
- Collana:
- Themes In Modern Econometrics
- EAN:
9780521834315
- ISBN:
0521834317
- Pagine:
- 344
- Formato:
- Hardback
- Lingua:
- Inglese
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Descrizione Introduction to the Mathematical and Statistical Foundations of Econometrics
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.
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