Introduction to the Mathematical and Statistical Foundations of Econometrics (Themes in Modern Econometrics)
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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.
Cambridge University Press, 9780521542241, 344pp.
Publication Date: December 20, 2004