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Stochastic Limit Theory: Advance Texts in Econometricicans (Advanced Texts in Econometrics) - Softcover

 
9780198774037: Stochastic Limit Theory: Advance Texts in Econometricicans (Advanced Texts in Econometrics)

Synopsis

This major new econometrics text surveys recent developments in the rapidly expanding field of asymptotic distribution theory, with a special emphasis on the problems of time dependence and heterogeneity. Designed for econometricians and advanced students with limited mathematical training, the book clearly lays out the necessary math and probability theory and uses numerous examples to make its data useful and comprehensible. It also includes original new material from Davidson's own research on central limit theorems.

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About the Author

James Davidson is at University of Wales, Aberystwyth.

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  • PublisherOxford University Press, USA
  • Publication date1994
  • ISBN 10 0198774036
  • ISBN 13 9780198774037
  • BindingPaperback
  • LanguageEnglish
  • Edition number1
  • Number of pages564

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

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ISBN 10:  0198774028 ISBN 13:  9780198774020
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