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

paperback – December 8, 1994
by Davidson, James
$75.86 USD
$75.86 USD
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ISBN-13: 9780198774037 ISBN-10: 0198774036
Publisher
Oxford University Press, USA
Binding
paperback
Published
December 8, 1994
Weight
0.7 lbs
Dimensions
3.10×15.60×23.50 cm

About this book

Stochastic Limit Theory: Advance Texts in Econometricicans (Advanced Texts in Econometrics) by Davidson, James. paperback edition. ISBN: 9780198774037.

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.