An Introduction to Econometric Theory

An Introduction to Econometric Theory

Editorial Reviews
Review
Adrian Pagan, Australian National University in Canberra : An excellent book. It covers the measure-theoretic material in a very understandable way, while offering some very neat proofs and motivating arguments. Professionals as well as students will want to buy this text, as it offers a very useful compendium of results that one can refer to.

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.

An Introduction to Econometric Theory

An Introduction to Econometric Theory,A. Ronald Gallant,Princeton University Press,0691016453,Business & Economics,Business / Economics / Finance,Business/Economics,Econometrics,Economics - General,Business & Economics / Econometrics,Economic statistics,Economic theory & philosophy,Economics,Mathematics

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