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

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9780198774020: Stochastic Limit Theory: An Introduction for Econometricicans (Advanced Texts in Econometrics)

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 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


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