(free)Introduction to the Mathematical and Statistical Foundations of Econometri

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227612.pdf (4 MB)

2008-7-15 12:31:00 上传

(free)Introduction to the Mathematical and Statistical Foundations of Econometrics

author : HERMAN J. BIERENS Pennsylvania State University

Contents
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

[此贴子已经被作者于2008-7-15 12:39:41编辑过]

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关键词：Mathematical introduction mathematica Statistical Foundations Statistical econometrics Mathematical introduction Foundations

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3q !!!

这本书错误太多，不建议读。

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thanks for your sharing, xie xie.

Thanks a lot

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