Stochastic Limit Theory: An Introduction for Econometricians

by James Davidson

Stochastic Limit Theory, published in 1994, has become a standard reference in its field. Now reissued in a new edition, offering updated and improved results and an extended range of topics, Davidson surveys asymptotic (large-sample) distribution theory with applications to econometrics, with particular 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...

• Format: Paperback
• Language: English
• ISBN: 0192844504
• ISBN13: 9780192844507
• Release Date: February 2022
• Publisher: Oxford University Press
• Length: 816 Pages
• Weight: 2.65 lbs.
• Dimensions: 1.7" x 6.1" x 9.1"