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

★★★★★ 4.3 79 reviews

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Management number 233657498 Release Date 2026/06/27 List Price US$40.10 Model Number 233657498
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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

ISBN10 0198774036
ISBN13 978-0198774037
Edition 1st
Language English
Publisher Oxford University Press, USA
Dimensions 9.25 x 6.15 x 1.21 inches
Item Weight 12 ounces
Print length 564 pages
Publication date December 8, 1994

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