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

Bierens, Herman J.

ISBN 10: 0521542243 / ISBN 13: 9780521542241

Published by Cambridge University Press, 2004

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Bibliographic Details

Title: Introduction to the Mathematical and ...

Publisher: Cambridge University Press

Publication Date: 2004

Binding: Paperback

Condition: Good

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.