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 a
Stochastic limit theory : an introduction for econometricians / [...] XD-US
โ Scribed by James Davidson
- Publisher
- Oxford [u.a.] Oxford Univ. Press
- Year
- 1994
- Tongue
- English
- Leaves
- 559
- Series
- Advanced texts in econometrics
- Category
- Library
No coin nor oath required. For personal study only.
๐ SIMILAR VOLUMES
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
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
This book is about stochastic-process limits - limits in which a sequence of stochastic processes converges to another stochastic process. These are useful and interesting because they generate simple approximations for complicated stochastic processes and also help explain the statistical regularit