For sometime now, I felt that the evolution of the literature of
econo metrics had mandated a higher level of mathematical
proficiency. This is particularly evident beyond the level of the
general linear model (GLM) and the general linear structural
econometric model (GLSEM). The problems one encounters in nonlinear
econometrics are not easily amenable to treatment by the analytical
methods one typically acquires, when one learns about probability
and inference through the use of den sity functions. Even in
standard traditional topics, one is often compelled to resort to
heuristics; for example, it is difficult to prove central limit
theorems for nonidentically distributed or martingale sequences,
solely by the use of characteristic functions. Yet such proofs are
essential, even in only moderately sophisticated classroom
exposition. Unfortunately, relatively few students enter a graduate
economics de partment ready to tackle probability theory in measure
theoretic terms. The present volume has grown out of the need to
lay the foundation for such discussions. The motivating forces
were, chiefly, (a) the frustration one encounters in attempting to
communicate certain concepts to stu dents wholly in analytic terms;
and (b) the unwillingness of the typical student to sit through
several courses in mathematics departments, in order to acquire the
requisite background."
General
| Imprint: |
Springer-Verlag New York
|
| Country of origin: |
United States |
| Release date: |
December 1989 |
| First published: |
1989 |
| Authors: |
Phoebus J. Dhrymes
|
| Dimensions: |
235 x 155 x 29mm (L x W x T) |
| Format: |
Hardcover
|
| Pages: |
380 |
| Edition: |
1989 ed. |
| ISBN-13: |
978-0-387-97178-0 |
| Categories: |
Books >
Business & Economics >
Economics >
Econometrics >
General
|
| LSN: |
0-387-97178-5 |
| Barcode: |
9780387971780 |
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