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

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This book is intended for use in a rigorous introductory PhD level course in econometrics, or in a field course in econometric theory. It covers the measure-theoretical foundation of probability theory, the multivariate normal distribution with its application to classical linear regression analysis, various laws of large numbers, central limit theorems and related results for independent random variables as well as for stationary time series, with applications to asymptotic inference of M-estimators, and maximum likelihood theory. Some chapters have their own appendices containing the more advanced topics and/or difficult proofs. Moreover, there are three appendices with material that is supposed to be known. Appendix I contains a comprehensive review of linear algebra, including all the proofs. Appendix II reviews a variety of mathematical topics and concepts that are used throughout the main text, and Appendix III reviews complex analysis. Therefore, this book is uniquely self-contained.

¿ Rigorous and comprehensive overview of the mathematical and statistical foundations of econometrics ¿ The focus is on understanding `why¿ rather than `how¿, therefore all the proofs are provided ¿ Appendices contain enough advanced material to make the book suitable for a specialty course in econometric theory

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SAS 9.2 Companion for UNIX Environments
SAS 9.2 Companion for UNIX Environments
The UNIX Companion contains conceptual information about executing Base SAS in the UNIX operating environment. It contains descriptions of SAS language elements that have behavior specific to UNIX.

SAS 9.2 in UNIX environments has the following new and enhanced features:
  •  direct file I/O options
  • ...
Color and Mastering for Digital Cinema (Digital Cinema Industry Handbook Series)
Color and Mastering for Digital Cinema (Digital Cinema Industry Handbook Series)
The standardization of 35 mm film nearly 100 years ago paved the way for the growth of the motion picture industry. From its humble roots in nickelodeons and peep shows, the motion picture business evolved into popular entertainment for the masses. Along the way, the 35 mm film standard was extended to support sound, color, wide screen...
Handbook of Modern Sensors: Physics, Designs, and Applications
Handbook of Modern Sensors: Physics, Designs, and Applications
Seven years have passed since the publication of the previous edition of this book. During that time, sensor technologies have made a remarkable leap forward. The sensitivity of the sensors became higher, the dimensions became smaller, the selectivity became better, and the prices became lower. What have not changed are the...

Mono Kick Start
Mono Kick Start
Mono is an open-source implementation of the infrastructure upon which Microsoft's .NET Framework is built. Providing a compatible option with all of the technical features of .NET without the restrictive licensing and prohibitive costs that Microsoft imposes, the Mono project was initiated and co-financed by Ximian Corporation for the development...
Fighting Terror in Cyberspace (Series in Machine Perception & Artifical Intelligence)
Fighting Terror in Cyberspace (Series in Machine Perception & Artifical Intelligence)
The Internet, or the ARPANET in its original name, was a remarkable idea. The Net was designed in the late 60's by US ARPA (Advanced Research Projects Agency) to connect distant computers to each other. This was a critical need at a time when each computer was a precious resource of computing power, which, if connected, could be shared among...
Teaching with iPad How-to
Teaching with iPad How-to

Use your iPad creatively for everyday teaching tasks in schools and universities

Overview

  • Plan your lessons on iPad and share notes quickly
  • Use exclusive iPad 3D resources for more engaging learning.
  • Use your iPad for creating and giving presentations.

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