株式会社極東書店トップ ＞ 商品一覧 ＞ Introduction to the Mathematical and Statistical Foundations of Econometrics.
商品詳細
Introduction to the Mathematical and Statistical Foundations of Econometrics. 計量経済学の数理的・統計学的基礎入門
・ISBN 978-0-521-83431-5 hard GB£ 87.00
￥27,561.- (税込) ※（※）価格はご注文時の参考価格となります。
納品価格につきましては書籍の入荷時点で確定となります。
版元の原価改定、外国為替の変動等により異なる場合がございますので、予めご了承下さい。
お気に入り
★★★
・ISBN 978-0-521-54224-1 paper GB£ 44.00
￥13,939.- (税込) ※（※）価格はご注文時の参考価格となります。
納品価格につきましては書籍の入荷時点で確定となります。
版元の原価改定、外国為替の変動等により異なる場合がございますので、予めご了承下さい。
お気に入り
★★★
電子版あり 大学・学術機関向け電子ブック（eBook）ISBN 978-0-511-75401-2
| 著者・編者 | Bierens, Herman J., |
|---|---|
| シリーズ | Themes in Modern Econometrics |
| 出版社 | (Cambridge U. Pr., UK) |
| 出版年月 | 2004 |
| ページ数 | 323 pp. |
| 言語 | ENG |
| ニュース番号 | ＜511-234 514-140＞ |
解説
This book is intended for use in a rigorous introductory PhD 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.