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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James Davidson is at University of Wales, Aberystwyth.Review:
"An excellent text."--W.G. Park, Assistant Professor of Economics, American University
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