Introduction to the Mathematical and Statistical Foundations of Econometrics

Bierens Herman J. Gourieroux Christian Phillips Peter C. B.

ISBN 10: 0521542243 / ISBN 13: 9780521542241

Published by Cambridge University Press, 2004

About this Item

pp. 344 19 Diagrams.

Seller Inventory # 18190280

Bibliographic Details

• Title: Introduction to the Mathematical and Statistical Foundations of Econometrics
• Publisher: Cambridge University Press
• Publication Date: 2004
• Language: English
• ISBN 10: 0521542243
• ISBN 13: 9780521542241
• Binding: Soft cover
• Condition: New

About this title

Synopsis

This book is intended for use in a rigorous introductory PhD level course in econometrics.

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.