ENGLISH

Stochastic Limit Theory: An Introduction for Econometricians

By James Davidson

Book information

Publisher
Oxford University Press
Year
2004
ISBN
0198774028, 9780198774020
LCC
HB139 .D367 1994
Open Library ID
OL839773M
Language
english
Format
PDF
Filesize
12 MB (12209776 bytes)
Series
Advanced Tets in Econometrics
Pages
558\558
Time added
2011-01-08 23:22:23

Description

A handbook and reference for academic econometricians and advanced graduate students. The book provides a coherent account of recent contributions to limit theory, with particular emphasis on the issues of date dependence and heterogeneity. It also provides a grounding in the requisite mathematics and probability theory, which will allow readers with limited mathematical training to make use of the material.

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