Topics in Advanced Econometrics: Probability Foundations

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...