Stochastic Limit Theory: An Introduction for Econometricians (Advanced Texts in Econometrics)

by James Davidson

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Book cover for Stochastic Limit Theory

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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.
  • ISBN10 0198774028
  • ISBN13 9780198774020
  • Publish Date 1 October 1994
  • Publish Status Active
  • Out of Print 10 October 1996
  • Publish Country GB
  • Imprint Oxford University Press
  • Format Hardcover
  • Pages 561
  • Language English