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

4 avg rating
( 1 ratings by Goodreads )
 
9780198774037: Stochastic Limit Theory: An Introduction for Econometricicans (Advanced Texts in Econometrics)
View all copies of this ISBN edition:
 
 

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.

About the Series
Advanced Texts in Econometrics is a distinguished and rapidly expanding series in which leading econometricians assess recent developments in such areas as stochastic probability, panel and time series data analysis, modeling, and cointegration. In both hardback and affordable paperback, each volume explains the nature and applicability of a topic in greater depth than possible in introductory textbooks or single journal articles. Each definitive work is formatted to be as accessible and convenient for those who are not familiar with the detailed primary literature.

"synopsis" may belong to another edition of 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


"About this title" may belong to another edition of this title.

Buy New View Book
List Price: US$ 105.00
US$ 110.54

Convert currency

Shipping: FREE
From United Kingdom to U.S.A.

Destination, rates & speeds

Add to Basket

Other Popular Editions of the Same Title

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

Featured Edition

ISBN 10:  0198774028 ISBN 13:  9780198774020
Publisher: Oxford University Press, 1994
Hardcover

Top Search Results from the AbeBooks Marketplace

1.

James Davidson
Published by Oxford University Press, United Kingdom (1994)
ISBN 10: 0198774036 ISBN 13: 9780198774037
New Paperback Quantity Available: 10
Print on Demand
Seller:
Book Depository International
(London, United Kingdom)
Rating
[?]

Book Description Oxford University Press, United Kingdom, 1994. Paperback. Condition: New. Language: English . Brand New Book ***** Print on Demand *****. This is a survey of the recent developments in the rapidly expanding field of asymptotic distribution theory, with a special emphasis on the problems of time dependence and heterogeneity. The book is designed to be useful on two levels. First as a textbook and reference work, giving definitions of the relevant mathematical concepts, statements, and proofs of the important results from the probability literature, and numerous examples; and second, as an account of recent work in the field of particular interest to econometricians, including a number of important new results. It is virtually self-contained, with all but the most basic technical prerequisites being explained in their context; mathematical topics include measure theory, integration, metric spaces, and topology, with applications to random variables, and an extended treatment of conditional probability. Other subjects treated include: stochastic processes, mixing processes, martingales, mixingales, and near-epoch dependence; the weak and strong laws of large numbers; weak convergence; and central limit theorems for nonstationary and dependent processes. The functional central limit theorem and its ramifications are covered in detail, including an account of the theoretical underpinnings (the weak convergence of measures on metric spaces), Brownian motion, the multivariate invariance principle, and convergence to stochastic integrals. This material is of special relevance to the theory of cointegration. Seller Inventory # AAV9780198774037

More information about this seller | Contact this seller

Buy New
US$ 110.54
Convert currency

Add to Basket

Shipping: FREE
From United Kingdom to U.S.A.
Destination, rates & speeds

2.

Davidson, James
Published by OUP Oxford (1994)
ISBN 10: 0198774036 ISBN 13: 9780198774037
New Quantity Available: > 20
Print on Demand
Seller:
Pbshop
(Wood Dale, IL, U.S.A.)
Rating
[?]

Book Description OUP Oxford, 1994. PAP. Condition: New. New Book. Shipped from US within 10 to 14 business days. THIS BOOK IS PRINTED ON DEMAND. Established seller since 2000. Seller Inventory # IQ-9780198774037

More information about this seller | Contact this seller

Buy New
US$ 106.56
Convert currency

Add to Basket

Shipping: US$ 3.99
Within U.S.A.
Destination, rates & speeds

3.

James Davidson
Published by Oxford University Press, United Kingdom (1994)
ISBN 10: 0198774036 ISBN 13: 9780198774037
New Paperback Quantity Available: 10
Print on Demand
Seller:
The Book Depository
(London, United Kingdom)
Rating
[?]

Book Description Oxford University Press, United Kingdom, 1994. Paperback. Condition: New. Language: English . Brand New Book ***** Print on Demand *****.This is a survey of the recent developments in the rapidly expanding field of asymptotic distribution theory, with a special emphasis on the problems of time dependence and heterogeneity. The book is designed to be useful on two levels. First as a textbook and reference work, giving definitions of the relevant mathematical concepts, statements, and proofs of the important results from the probability literature, and numerous examples; and second, as an account of recent work in the field of particular interest to econometricians, including a number of important new results. It is virtually self-contained, with all but the most basic technical prerequisites being explained in their context; mathematical topics include measure theory, integration, metric spaces, and topology, with applications to random variables, and an extended treatment of conditional probability. Other subjects treated include: stochastic processes, mixing processes, martingales, mixingales, and near-epoch dependence; the weak and strong laws of large numbers; weak convergence; and central limit theorems for nonstationary and dependent processes. The functional central limit theorem and its ramifications are covered in detail, including an account of the theoretical underpinnings (the weak convergence of measures on metric spaces), Brownian motion, the multivariate invariance principle, and convergence to stochastic integrals. This material is of special relevance to the theory of cointegration. Seller Inventory # AAV9780198774037

More information about this seller | Contact this seller

Buy New
US$ 113.58
Convert currency

Add to Basket

Shipping: FREE
From United Kingdom to U.S.A.
Destination, rates & speeds

4.

James Davidson
Published by Oxford University Press, USA (1994)
ISBN 10: 0198774036 ISBN 13: 9780198774037
New Paperback Quantity Available: 1
Seller:
Ergodebooks
(RICHMOND, TX, U.S.A.)
Rating
[?]

Book Description Oxford University Press, USA, 1994. Paperback. Condition: New. Seller Inventory # DADAX0198774036

More information about this seller | Contact this seller

Buy New
US$ 109.65
Convert currency

Add to Basket

Shipping: US$ 3.99
Within U.S.A.
Destination, rates & speeds

5.

STOCHASTIC LIMIT THEORY AN INTRODUCTION FOR ECONOMETRICIANS (PAPERBACK) -
ISBN 10: 0198774036 ISBN 13: 9780198774037
New Quantity Available: 1
Seller:
Herb Tandree Philosophy Books
(Stroud, GLOS, United Kingdom)
Rating
[?]

Book Description Condition: NEW. 9780198774037 This listing is a new book, a title currently in-print which we order directly and immediately from the publisher. For all enquiries, please contact Herb Tandree Philosophy Books directly - customer service is our primary goal. Seller Inventory # HTANDREE01582706

More information about this seller | Contact this seller

Buy New
US$ 106.92
Convert currency

Add to Basket

Shipping: US$ 10.51
From United Kingdom to U.S.A.
Destination, rates & speeds

6.

Davidson, James
Published by OUP Oxford (1994)
ISBN 10: 0198774036 ISBN 13: 9780198774037
New Quantity Available: > 20
Print on Demand
Seller:
Books2Anywhere
(Fairford, GLOS, United Kingdom)
Rating
[?]

Book Description OUP Oxford, 1994. PAP. Condition: New. New Book. Delivered from our UK warehouse in 4 to 14 business days. THIS BOOK IS PRINTED ON DEMAND. Established seller since 2000. Seller Inventory # LQ-9780198774037

More information about this seller | Contact this seller

Buy New
US$ 105.95
Convert currency

Add to Basket

Shipping: US$ 11.83
From United Kingdom to U.S.A.
Destination, rates & speeds

7.

James Davidson
Published by OUP Oxford
ISBN 10: 0198774036 ISBN 13: 9780198774037
New Paperback Quantity Available: > 20
Seller:
BuySomeBooks
(Las Vegas, NV, U.S.A.)
Rating
[?]

Book Description OUP Oxford. Paperback. Condition: New. 568 pages. Dimensions: 9.2in. x 6.1in. x 1.2in.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 Davidsons own research on central limit theorems. About the SeriesAdvanced Texts in Econometrics is a distinguished and rapidly expanding series in which leading econometricians assess recent developments in such areas as stochastic probability, panel and time series data analysis, modeling, and cointegration. In both hardback and affordable paperback, each volume explains the nature and applicability of a topic in greater depth than possible in introductory textbooks or single journal articles. Each definitive work is formatted to be as accessible and convenient for those who are not familiar with the detailed primary literature. This item ships from multiple locations. Your book may arrive from Roseburg,OR, La Vergne,TN. Paperback. Seller Inventory # 9780198774037

More information about this seller | Contact this seller

Buy New
US$ 132.96
Convert currency

Add to Basket

Shipping: FREE
Within U.S.A.
Destination, rates & speeds

8.

James Davidson
Published by Oxford University Press (1994)
ISBN 10: 0198774036 ISBN 13: 9780198774037
New Softcover Quantity Available: 1
Seller:
Irish Booksellers
(Portland, ME, U.S.A.)
Rating
[?]

Book Description Oxford University Press, 1994. Condition: New. book. Seller Inventory # M0198774036

More information about this seller | Contact this seller

Buy New
US$ 135.58
Convert currency

Add to Basket

Shipping: US$ 3.27
Within U.S.A.
Destination, rates & speeds

9.

Davidson, Arnold I.
Published by OUP Oxford 1994-10 (1994)
ISBN 10: 0198774036 ISBN 13: 9780198774037
New Quantity Available: 5
Print on Demand
Seller:
Chiron Media
(Wallingford, United Kingdom)
Rating
[?]

Book Description OUP Oxford 1994-10, 1994. Condition: New. This item is printed on demand. Brand new book, sourced directly from publisher. Dispatch time is 4-5 working days from our warehouse. Book will be sent in robust, secure packaging to ensure it reaches you securely. Seller Inventory # NU-LSI-06875540

More information about this seller | Contact this seller

Buy New
US$ 109.09
Convert currency

Add to Basket

Shipping: US$ 39.42
From United Kingdom to U.S.A.
Destination, rates & speeds

10.

James Davidson
Published by Oxford Univ Pr on Demand (1994)
ISBN 10: 0198774036 ISBN 13: 9780198774037
New Paperback Quantity Available: 1
Seller:
Revaluation Books
(Exeter, United Kingdom)
Rating
[?]

Book Description Oxford Univ Pr on Demand, 1994. Paperback. Condition: Brand New. 1st edition. 568 pages. 9.25x6.25x1.00 inches. In Stock. Seller Inventory # __0198774036

More information about this seller | Contact this seller

Buy New
US$ 153.07
Convert currency

Add to Basket

Shipping: US$ 9.86
From United Kingdom to U.S.A.
Destination, rates & speeds

There are more copies of this book

View all search results for this book