An Introduction to Econometric Theory: Measure-Theoretic Probability and Statistics with Applications to Economics
(Hardback)
Publishing Details
An Introduction to Econometric Theory: Measure-Theoretic Probability and Statistics with Applications to Economics
By (Author) A. Ronald Gallant
Princeton University Press
Princeton University Press
7th October 1997
United States
Classifications
Professional and Scholarly
Non Fiction
Economic theory and philosophy
330.015195
Physical Properties
Hardback
208
Width 197mm, Height 254mm
454g
Description
Intended primarily to prepare first-year graduate students for their ongoing work in econometrics, economic theory and finance, this text presents the fundamental concepts of theoretical econometrics, from measure-theoretic probability to statistics. The topics are covered at an introductory level and the ideas are developed to the point where they can be applied. Particular attention is devoted to motivating ideas and presenting them as the solution to practical problems.
Reviews
"This is an excellent book ... There are chapters on probability, random variables and expectations, distributions and convergence concepts... It is very concise, yet treat most relevant topics in a clear and precise way."--Mathematical Reviews
Author Bio
A. Ronald Gallant is Henry A. Latan Distinguished Professor of Economics at the University of North Carolina at Chapel Hill. He is a Fellow of the Econometric Society and the American Statistical Association, and a member of the Board of Directors of the National Bureau of Economic Research and the National Institute of Statistical Science. His books include Nonlinear Statistical Models. He is coeditor of the Journal of Econometrics.
