Stochastic Limit Theory: Advance Texts in Econometricicans (Advanced Texts in Econometrics)
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ISBN 9780198774037
Book info: Stochastic Limit Theory: Advance Texts in Econometricicans (Advanced Texts in Econometrics) (Hardcover, 564 pages) – Oxford University Press, USA, 1994. Language: English. 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...
Book info: Stochastic Limit Theory: Advance Texts in Econometricicans (Advanced Texts in Econometrics) (Hardcover, 564 pages) – Oxford University Press, USA, 1994. Language: English.
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.