Description

Book Synopsis
Intended primarily to prepare first-year graduate students for their ongoing work in econometrics, economic theory, and finance, this book presents the fundamental concepts of theoretical econometrics, from measure-theoretic probability to statistics. It also features ideas and presents them as solutions to practical problems.

Trade Review
"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

Table of Contents
PrefaceCh. 1Probability3Ch. 2Random Variables and Expectation45Ch. 3Distributions, Transformations, and Moments79Ch. 4Convergence Concepts127Ch. 5Statistical Inference147Appendix: Distributions189References197Index199

An Introduction to Econometric Theory

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    A Hardback by A. Ronald Gallant

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      Book details

      Publisher Princeton University Press
      Published 27 July 1997
      ISBN-13 9780691016450
      978-0691016450
      ISBN-10 0691016453
      Also in:
      Economics

      Description

      Book Synopsis
      Intended primarily to prepare first-year graduate students for their ongoing work in econometrics, economic theory, and finance, this book presents the fundamental concepts of theoretical econometrics, from measure-theoretic probability to statistics. It also features ideas and presents them as solutions to practical problems.

      Trade Review
      "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

      Table of Contents
      PrefaceCh. 1Probability3Ch. 2Random Variables and Expectation45Ch. 3Distributions, Transformations, and Moments79Ch. 4Convergence Concepts127Ch. 5Statistical Inference147Appendix: Distributions189References197Index199

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