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Stochastic limit theory : an introduction for econometricians /

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'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
Description
Summary:'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, with particular emphasis on the problems of time dependence and heterogeneity.--
Physical Description:1 online resource : illustrations (black and white).
Bibliography:Includes bibliographical references and index.
ISBN:9780191927201
0191927201
9780192658807
0192658808
9780192658791
0192658794