Abstract
For understanding linear econometrics, a good background in calculus, statistics and linear algebra may be sufficient, but for nonlinear econometrics we need additional knowledge of abstract probability theory. Since this book is mainly written for econometricians and not for mathematicians, it is presumed that the reader is not completely familiar with the measure-theoretical approach of probability theory. We shall therefore review and explain this additional mathematics in the sections 2.1 and 2.2, in order to make this study (nearly) self-contained. Most of the material can be found in textbooks like Chung (1974) and Feller (1966), but the theorems 2.2.15 through 2.2.17 are our own elaborations of known results.
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© 1981 Springer-Verlag Berlin Heidelberg
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Bierens, H.J. (1981). Preliminary Mathematics. In: Robust Methods and Asymptotic Theory in Nonlinear Econometrics. Lecture Notes in Economics and Mathematical Systems, vol 192. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-45529-2_2
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DOI: https://doi.org/10.1007/978-3-642-45529-2_2
Publisher Name: Springer, Berlin, Heidelberg
Print ISBN: 978-3-540-10838-2
Online ISBN: 978-3-642-45529-2
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