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

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

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.

Country	USA
Author	James Davidson
Binding	Paperback
EAN	9780198774037
Edition	1
ISBN	0198774036
IsEligibleForTradeIn	1
Label	Oxford University Press
Manufacturer	Oxford University Press
MPN	A-109-288
NumberOfItems	1
NumberOfPages	568
PartNumber	A-109-288
PublicationDate	1994-12-08
Publisher	Oxford University Press
Studio	Oxford University Press
ReleaseDate	0000-00-00

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