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Stochastic Limit Theory: An Introduction for Econometricicans
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Stochastic Limit Theory: An Introduction for Econometricicans Paperback - 1994 - 1st Edition

by James Davidson


From the publisher

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.

Details

  • Title Stochastic Limit Theory: An Introduction for Econometricicans
  • Author James Davidson
  • Binding Paperback
  • Edition number 1st
  • Edition 1
  • Pages 568
  • Volumes 1
  • Language ENG
  • Publisher Oxford University Press, USA, Oxford
  • Date 1994-12
  • Illustrated Yes
  • ISBN 9780198774037 / 0198774036
  • Weight 1.66 lbs (0.75 kg)
  • Dimensions 9.25 x 6.15 x 1.21 in (23.50 x 15.62 x 3.07 cm)
  • Library of Congress subjects Stochastic processes, Econometrics
  • Library of Congress Catalog Number 95116362
  • Dewey Decimal Code 330.015
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Stochastic Limit Theory: Advance Texts in Econometricicans (Advanced Texts in Econometrics)
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Stochastic Limit Theory: Advance Texts in Econometricicans (Advanced Texts in Econometrics)

by Davidson, James

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Stochastic Limit Theory: Advance Texts in Econometricicans (Advanced Texts in Econometrics)
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Stochastic Limit Theory: Advance Texts in Econometricicans (Advanced Texts in Econometrics)

by Davidson, James

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Oxford University Press, USA, 1994. Soft cover. Good. Spine has one shallow crease down the middle. A long diagonal crease on the cover, some dogearing. Early chapters have some underlining and notes. 8vo - over 7¾ - 9¾" tall.
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Stochastic Limit Theory: An Introduction for Econometricians
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Stochastic Limit Theory: An Introduction for Econometricians

by James Davidson

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Oxford Univ Pr on Demand, 1994. Paperback. New. 1st edition. 568 pages. 9.25x6.25x1.00 inches.
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Stochastic Limit Theory: An Introduction for Econometricicans (Advanced Texts in Econometrics)
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Stochastic Limit Theory: An Introduction for Econometricicans (Advanced Texts in Econometrics)

by Davidson, James

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ISBN 10 / ISBN 13
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Oxford University Press, 1994-12-08. Paperback. New. New. In shrink wrap. Looks like an interesting title!
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