Stochastic Limit Theory: An Introduction for Econometricicans (Advanced Texts in Econometrics) - Hardcover

Davidson, James

Hardcover

ISBN 10: 0198774028 ISBN 13: 9780198774020

Publisher: Oxford University Press, 1994

Synopsis

A handbook and reference for academic econometricians and advanced graduate students. The book provides a coherent account of recent contributions to limit theory, with particular emphasis on the issues of date dependence and heterogeneity. It also provides a grounding in the requisite mathematics and probability theory, which will allow readers with limited mathematical training to make use of the material.

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About this title

About the Author

James Davidson is at University of Wales, Aberystwyth.

Review

"An excellent text."--W.G. Park, Assistant Professor of Economics, American University

"The chapters on the law of large numbers are superb. This book lays the foundation for serious econometrics. I wish I had spent a year studying it before graduate school. Well done!"--Henry Thompson, Auburn University

Edition details

• Publisher: Oxford University Press
• Publication date: 1994
• ISBN 10: 0198774028
• ISBN 13: 9780198774020
• Binding: Hardcover
• Language: English
• Number of pages: 562