Stochastic limit theory : an introduction for econometricians /

'Stochastic Limit Theory', published in 1994, has become a standard reference in its field. Now reissued in a new edition, offering updated and improved results and an extended range of topics, Davidson surveys asymptotic (large-sample) distribution theory with applications to econometrics...

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Bibliographic Details

Main Author:	Davidson, James, 1944- (Author)
Format:	eBook
Language:	English
Published:	Oxford : Oxford University Press, 2021.
Edition:	Second edition.
Subjects:	Econometrics. Limit theorems (Probability theory) Stochastic processes. Stochastic Processes Économétrie. Théorèmes limites (Théorie des probabilités) Processus stochastiques. Econometrics Stochastic processes Electronic books.
Online Access:	Connect to the full text of this electronic book