Aims to fill the gaps in the typical student's mathematical training to the extent relevant for the study of econometrics. In most cases, proofs are provided and there is a verbal discussion of certain mathematical results

This book provides a rigorous introduction to the principles of econometrics and gives students and practitioners the tools they need to effectively and accurately analyze real data. Thoroughly updated to address the developments in the field that have occurred since the original publication of...

This textbook is intended for graduate students and professionals who have an interest in linear and nonlinear simultaneous equation models. These models arise in a great many settings in econometrics. The author's aim is to present a readable account, starting from an introduction to the...

1 Mathematical Foundations -- 1.1 Introduction -- 1.2 Sets and Set Operations -- 1.3 Limits of Sequences -- 1.4 Measurable Spaces, Algebras, and Sets -- 1.5 Measures and Probability Measures -- 1.6 Integration -- 1.7 Extensions to Abstract Spaces -- 1.8 Miscellaneous Concepts -- 2 Foundations of...