I've recently got accepted into a PhD Program in Economics and I'm looking for textbooks that can help me in my preparation. I need a book (or books) that fit my needs and that take into account my background.
Needs: -Mathematical rigor -Introductory -Suited to an Economics student -I'm especially interested in Econometrics, so I would not want a book which focus heavily on topics studied by Statisticians and not by Econometricians.
Background: -I've taken one course on Real Analysis and some introductory lectures on Measure Theory.
Topics: Probability: multivariate random variables, expectation, conditional expectation, limit theorems. Statistics: Estimation, properties of estimators, hypothesis testing, sample distributions, Asymptotic Theory