I'm not sure if this stuff all falls under what most would just term "probability", but I'm researching applied macroeconomics and need to get a handle on the following concepts ASAP:
- probability spaces and sigma algebras
- Borel sets
- laws of large numbers
- spectral analysis
The text I'm using right now, Fabio Canova's Methods for Applied Macroeconomic Research, touches on all these things briefly in the space of about twenty-five pages, but it's pretty impenetrable. Does anyone know anything off-hand that presents these topics in a more practical, easier-to-digest way? This is a little bit better, but does anyone have any other suggestions?