£86.20

Oxford University Press Stochastic Limit Theory: Advance Texts in Econometricicans (Advanced Texts in Econometrics): An Introduction for Econometricians

9780198774037

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Description

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.

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Product Specifications

Format
paperback
Domain
Amazon UK
Release Date
08 December 1994
Listed Since
06 February 2007

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