Hot from the press! PhD level textbook.

by

Herman J. Bierens

Pennsylvania State University

Contents and Preface

Chapter 1: Probability and Measure

Chapter 2: Borel Measurability, Integration, and Mathematical Expectations

Chapter 3: Conditional Expectations

Chapter 4: Distributions and Transformations

Chapter 5: The Multivariate Normal Distribution and its Application to Statistical Inference

Chapter 6: Modes of Convergence

Chapter 7: Dependent Laws of Large Numbers and Central Limit Theorems

Chapter 8: Maximum Likelihood Theory

Appendix I: Review of Linear Algebra

Appendix II: Miscellaneous Mathematics

Appendix III: A Brief Review of Complex Analysis

Appendix IV: Tables of Critical Values

References

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• Bierens - Introduction to the Mathematical and Statistical Foundations of Econometrics.pdf

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