Book contents
- Frontmatter
- Contents
- Preface
- Introduction to the Mathematical and Statistical Foundations of Econometrics
- 1 Probability and Measure
- 2 Borel Measurability, Integration, and Mathematical Expectations
- 3 Conditional Expectations
- 4 Distributions and Transformations
- 5 The Multivariate Normal Distribution and Its Application to Statistical Inference
- 6 Modes of Convergence
- 7 Dependent Laws of Large Numbers and Central Limit Theorems
- 8 Maximum Likelihood Theory
- I Review of Linear Algebra
- II Miscellaneous Mathematics
- III A Brief Review of Complex Analysis
- IV Tables of Critical Values
- References
- Index
Index
Published online by Cambridge University Press: 06 July 2010
- Frontmatter
- Contents
- Preface
- Introduction to the Mathematical and Statistical Foundations of Econometrics
- 1 Probability and Measure
- 2 Borel Measurability, Integration, and Mathematical Expectations
- 3 Conditional Expectations
- 4 Distributions and Transformations
- 5 The Multivariate Normal Distribution and Its Application to Statistical Inference
- 6 Modes of Convergence
- 7 Dependent Laws of Large Numbers and Central Limit Theorems
- 8 Maximum Likelihood Theory
- I Review of Linear Algebra
- II Miscellaneous Mathematics
- III A Brief Review of Complex Analysis
- IV Tables of Critical Values
- References
- Index
Summary
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- Information
- Publisher: Cambridge University PressPrint publication year: 2004