Introduction to the Mathematical and Statistical Foundations of Econometrics (Themes in Modern Econometrics)

Bierens, Herman J.

ISBN 10: 0521834317 / ISBN 13: 9780521834315

Published by Cambridge University Press, 2004

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Bibliographic Details

• Title: Introduction to the Mathematical and Statistical Foundations of Econometrics (Themes in Modern Econometrics)
• Publisher: Cambridge University Press
• Publication Date: 2004
• Language: English
• ISBN 10: 0521834317
• ISBN 13: 9780521834315
• Binding: Hardcover
• Condition: Like New
• Book Type: book

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Synopsis

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.

About the Author

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.