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. ...
Read More
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.
Read Less
Add this copy of Stochastic Limit Theory: Advance Texts in to cart. $66.56, new condition, Sold by Just one more Chapter rated 5.0 out of 5 stars, ships from Miramar, FL, UNITED STATES, published 1994 by Oxford University Press, USA.
Add this copy of Stochastic Limit Theory: an Introduction for to cart. $94.75, new condition, Sold by GridFreed rated 4.0 out of 5 stars, ships from North Las Vegas, NV, UNITED STATES, published 1994 by Oxford University Press.
Add this copy of Stochastic Limit Theory to cart. $128.05, new condition, Sold by Ria Christie Books rated 5.0 out of 5 stars, ships from Uxbridge, MIDDLESEX, UNITED KINGDOM, published 1994 by OUP Oxford.
Add this copy of Stochastic Limit Theory: An Introduction for to cart. $161.99, new condition, Sold by Booksplease rated 3.0 out of 5 stars, ships from Southport, MERSEYSIDE, UNITED KINGDOM, published 1994 by OUP Oxford.
Add this copy of Stochastic Limit Theory: Advance Texts in to cart. $164.88, new condition, Sold by Bonita rated 4.0 out of 5 stars, ships from Newport Coast, CA, UNITED STATES, published 1994 by Oxford University Press, USA.
Add this copy of Stochastic Limit Theory to cart. $180.65, new condition, Sold by Media Smart rated 4.0 out of 5 stars, ships from Hawthorne, CA, UNITED STATES, published 1994 by Clarendon Press.
