(3) for probability and statistics, "Prob and statis inference" by Hogg and Tanis; "Ststistical inference" by G. Casella, and R. L. Berger is at a higher level. of there are numerous texts on statistics. But they do not touch measure theory.
Probability: theory and examples, Richard Durrent, 1991, wadsword and
Probability Essentials, John Jacod, and Philip Protter, 2000 (very concise introduction to measure and etc.?)
Mathematics for Econometrics, P. J. Dhrymes, 2000, Springer is about Matrix. my undergraduate program taught me something in matrix too basic. You need to know seomthing about the derivative of matrix, vec vech diagonalization of a matrix which become very important for advanced econometrics. And you can learn such from no course, after you enter the phd program, no one will provide such course(maybe I am wrong). You can learn it by your self. those are also available from many advanced econometrics texts (in the Appendix)
[此贴子已经被作者于2006-5-4 1:25:55编辑过]