An Introduction to Econometric Theory: Measure-Theoretic Probability and Statistics with Applications to Economics

by A. Ronald Gallant and A Ronald Gallant

Book Overview

Intended primarily to prepare first-year graduate students for their ongoing work in econometrics, economic theory, and finance, this innovative book presents the fundamental concepts of theoretical econometrics, from measure-theoretic probability to statistics. A. Ronald Gallant covers these topics at an introductory level and develops the ideas to the point where they can be applied. He thereby provides the reader not only with a basic grasp...

• Format: Hardcover
• Language: English
• ISBN: 0691016453
• ISBN13: 9780691016450
• Release Date: July 1997
• Publisher: Princeton University Press
• Length: 208 Pages
• Weight: 1.10 lbs.
• Dimensions: 0.7" x 6.4" x 9.5"