Stochastic Limit Theory: An Introduction for Econometricicans

by James Davidson, Arnold I. Davidson, James Davidson

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...

• Format: Paperback
• Language: English
• ISBN: 0198774036
• ISBN13: 9780198774037
• Release Date: December 1994
• Publisher: OUP Oxford
• Length: 562 Pages
• Weight: 1.66 lbs.
• Dimensions: 1.2" x 6.2" x 9.3"