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Stochastic Limit Theory: An Introduction for Econometricians (Advanced Tets in Econometrics)
Stochastic Limit Theory An Introduction for Econometricians - Advanced Tets in Econometrics Author:James Davidson 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 probab... more »ility 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.« less