Stachurski, John, 1969-

Primer in econometric theory / - London. : MIT Press , 2016. - xvii, 430 pages : illustrations ; 24 cm

Includes bibliographical references and index.

Background -- Vector spaces -- Linear algebra and matrices -- Foundations of probability -- Modeling dependence -- Asymptotics -- Further topics in probability -- Foundations of statistics -- Estimators -- Properties of estimators -- Confidence intervals and tests -- Econometric models -- Regression -- Ordinary least squares -- Large samples and dependence -- Regularization -- Appendices.

9780262034906 (hardcover : alk. paper)


Economics--Mathematical models.
Economics--Statistical methods.

330.015195 STA