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themes ÍH modern econỗtnởnicỉIntroduction to theMathematical and Statistical Foundations of EconometricsHerman J, BlercnsIntroduction to the Mathemati This page intentionally left blank intro ical and Statistical Foundations of EconometricsThis book is intended for use in a rigorous introductory Ph.D.-level course in econometrics or in a field course in econometric theory. Il covers the measure theoretical foundation of probability theory, the multivariate normal distribution with its ap This page intentionally left blank intro plication to classical linear regression analysis, various laws of large numbers, and central limit theorems and related results for independent randoThis page intentionally left blank intro
m variables as well as for stationary time series, with applications to asymptotic inference of M-eslimalors and maximum likelihood theory. Some chaptthemes ÍH modern econỗtnởnicỉIntroduction to theMathematical and Statistical Foundations of EconometricsHerman J, BlercnsIntroduction to the Mathemati This page intentionally left blank intro osed 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 111 reviews complex analysis. Therefore, this book is uniquely self-contain This page intentionally left blank intro ed.Herman J. Bierens is Professor of Economics at the Pennsylvania State University and part-time Professor of Econometrics at Tilburg University, TheThis page intentionally left blank intro
Netherlands. He is Associate Editor of the Journal of Econometrics and Econometric Reviews, and has been an Associate Editor of Econometrica. Professthemes ÍH modern econỗtnởnicỉIntroduction to theMathematical and Statistical Foundations of EconometricsHerman J, BlercnsIntroduction to the Mathemati This page intentionally left blank intro niversity 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, lime series econometrics, and the econometric analysis of dynamic stochastic general equilibrium models.rhemes This page intentionally left blank intro in Modern EconometricsManaging editorPETER c. B. PHILLIPS, Yale UniversitySeries editorsRICHARD J. SMITH. University of Warwick ERICGHYSELS, UniversitThis page intentionally left blank intro
y of North Carolina, Chapel HillThemes in Modern Econometrics is designed to service the large and growing need for explicit teaching tools in economethemes ÍH modern econỗtnởnicỉIntroduction to theMathematical and Statistical Foundations of EconometricsHerman J, BlercnsIntroduction to the Mathemati This page intentionally left blank intro discipline to have this as its express aim. Written at a level accessible to students with an introductory course in econometrics behind them, each book will address topics or themes that students and researchers encounter daily. Although each book will be designed to stand alone as an authoritativ This page intentionally left blank intro e survey in its own right, the distinct emphasis throughout will be on pedagogic excellence.Titles in the seriesStatistics and Econometric Models: VolThis page intentionally left blank intro
umes 1 and 2 CHRISTIAN GOURIEROUX and ALAIN MONFORT Translated by QUANG VUONGTime Series and Dynamic Models CHRISTIAN GOURIEROUX and ALAIN MONFORT Trathemes ÍH modern econỗtnởnicỉIntroduction to theMathematical and Statistical Foundations of EconometricsHerman J, BlercnsIntroduction to the Mathemati This page intentionally left blank intro ationEdited by LÁSZLÓ MÁTYÁSNonparametric EconometricsADRIAN PAGAN and AMAN ULLAHEconometrics of Qualitative Dependent Variables CHRISTIAN GOURIEROUX Translated by PAUL B. KLASSENThe Econometric Analysis of Seasonal Time SeriesERIC GHYSELS and DENISE R. OSBORN This page intentionally left blank intro themes ÍH modern econỗtnởnicỉIntroduction to theMathematical and Statistical Foundations of EconometricsHerman J, BlercnsIntroduction to the MathematiGọi ngay
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