| Introduction to the Mathematical and Statistical Foundations of Econometrics Contributor(s): Bierens, Herman J. (Author), Phillips, Peter C. B. (Editor), Gourieroux, Christian (Editor) |
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ISBN: 0521542243 ISBN-13: 9780521542241 Publisher: Cambridge University Press OUR PRICE: $64.59 Product Type: Paperback - Other Formats Published: December 2004 Annotation: The focus of this book is on clarifying the mathematical and statistical foundations of econometrics. Therefore, the text provides all the proofs, or at least motivations if proofs are too complicated, of the mathematical and statistical results necessary for understanding modern econometric theory. In this respect, it differs from other econometrics textbooks. |
| Additional Information |
| BISAC Categories: - Business & Economics | Econometrics |
| Dewey: 330.015 |
| LCCN: 2004040792 |
| Series: Themes in Modern Econometrics |
| Physical Information: 0.78" H x 6.2" W x 8.98" (1.07 lbs) 344 pages |
| Descriptions, Reviews, Etc. |
Contributor Bio(s): Bierens, Herman J.: - Herman J. Bierens is Professor of Economics at the Pennsylvania State University and part-time Professor of Econometrics at Tilburg University, The Netherlands. He is Associate Editor of the Journal of Econometrics and Econometric Reviews, and has been an Associate Editor of Econometrica. Professor Bierens has written two monographs, Robust Methods and Asymptotic Theory in Nonlinear Econometrics and Topics in Advanced Econometrics Cambridge University Press 1994), as well as numerous journal articles. His current research interests are model (mis)specification analysis in econometrics and its application in empirical research, time series econometrics, and the econometric analysis of dynamic stochastic general equilibrium models. |