Title: Stochastic Limit Theory: Advance Texts in Econometricicans (Advanced Texts in Econometrics)
Publisher: Oxford University Press, USA
Publication Date: 1994
Language: English
ISBN 10: 0198774036
ISBN 13: 9780198774037
Binding: paperback
Condition: Good

About this title

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.

About the Author

James Davidson is at University of Wales, Aberystwyth.

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