Stochastic Limit Theory: An Introduction for Econometricians

✍ Scribed by James Davidson

Publisher: Oxford University Press
Year: 2004
Tongue: English
Leaves: 558
Series: Advanced Tets in Econometrics
Category: Library

No coin nor oath required. For personal study only.

✦ Synopsis

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.

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