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...

1. Elementary Aspects of Multivariate Analysis -- 1.1 Preliminaries -- 1.2 Joint, Marginal, and Conditional Distributions -- 1.3 A Mathematical Digression -- 1.4 The Multivariate Normal Distribution -- 1.5 Correlation Coefficients and Related Topics -- 1.6 Estimators of the Mean Vector and...