名称：

1. Bierens, H.J. (2004), Introduction to the Mathematical and Statistical Foundations of Econometrics, Cambridge University Press (2007 paperback edition).

2. Bierens, H.J. (2008), Errata and improvements to "Introduction to the Mathematical and Statistical Foundations of Econometrics"

大小：346页+8

格式：PDF

目录：
1 Probability and Measure
2 Borel Measurability, Integration, and Mathematical
Expectations
3 Conditional Expectations
4 Distributions and Transformations
5 The Multivariate Normal Distribution and Its Application
to Statistical Inference
6 Modes of Convergence
7 Dependent Laws of Large Numbers and Central Limit
Theorems
8 Maximum Likelihood Theory