ISBN-10:
0198774036
ISBN-13:
9780198774037
Pub. Date:
12/08/1994
Publisher:
Oxford University Press
Stochastic Limit Theory: An Introduction for Econometricians

Stochastic Limit Theory: An Introduction for Econometricians

by James Davidson
Current price is , Original price is $110.0. You

Temporarily Out of Stock Online

Please check back later for updated availability.

Overview

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.

Product Details

ISBN-13: 9780198774037
Publisher: Oxford University Press
Publication date: 12/08/1994
Series: Advanced Texts in Econometrics Series
Edition description: New Edition
Pages: 568
Product dimensions: 6.10(w) x 9.00(h) x 0.90(d)

About the Author

University of Wales, Aberystwyth

Customer Reviews

Most Helpful Customer Reviews

See All Customer Reviews