Stochastic Limit Theory: An Introduction for Econometricians
James Davidson
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.
Kateqoriyalar:
İl:
1994
Nəşriyyat:
Oxford University Press
Dil:
english
Səhifələr:
558
ISBN 10:
0198774028
ISBN 13:
9780198774020
Seriyalar:
Advanced Tets in Econometrics
Fayl:
PDF, 11.64 MB
IPFS:
,
english, 1994