Stochastic Limit Theory: An Introduction for Econometricicans

Name: Stochastic Limit Theory: An Introduction for Econometricicans
Brand: OUP Oxford
SKU: 9780198774037
Price: 11338.0 INR
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by Arnold I. Davidson , James Davidson

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ISBN13: 9780198774037
Binding: Paperback
Subject: N/A
Publisher: OUP Oxford
Publisher Imprint: OUP Oxford
Publication Date: December 8, 1994
Pages: 568
Original Price: GBP 79.0
Language: English
Edition: N/A
Item Weight: 753 grams
BISAC Subject(s): Economics / General

About The Book

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.

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