Stochastic Limit Theory
An Introduction for Econometricians
Stochastic Limit Theory, published in 1994, has become a standard reference in its field. Now reissued in a new edition, offering updated and improved results and an extended range of topics, Davidson surveys asymptotic (large-sample) distribution theory with applications to econometrics, with particular emphasis on the problems of time dependence and heterogeneity.The book is designed to be useful on two levels. First, as a textbook and reference work, giving definitions of the relevant mathematical concepts, statements, and proofs of the important results from the probability literature, and numerous examples; and second, as an account of r…
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Produktdetails
- ISBN: 978-0-19-265879-1
- EAN: 9780192658791
- Produktnummer: 37795336
- Verlag: Oxford University Press
- Sprache: Englisch
- Erscheinungsjahr: 2021
- Seitenangabe: 562 S.
- Plattform: PDF
- Auflage: 2. Auflage
Über den Autor
James Davidson is Emeritus Professor of Econometrics at the University of Exeter.
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