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An Introduction to Econometric Theory: Measure-Theoretic Probability and Statistics with Applications to Economics by A. Ronald Gallant (Hardcover, 1997)

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ISBN-13: 9780691016450, 978-0691016450. Proofs of results are presented when the proof itself aids understanding or when the proof technique has practical value. He thereby provides the reader not only with a basic grasp of the key empirical tools but with sound intuition as well.