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Stochastic Limit Theory: Advance Texts in Econometricicans (Advanced Texts in Econometrics)
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About Stochastic Limit Theory: Advance Texts In
Product Description 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. Review "An excellent text."--W.G. Park, Assistant Professor of Economics, American University "The chapters on the law of large numbers are superb. This book lays the foundation for serious econometrics. I wish I had spent a year studying it before graduate school. Well done!"--Henry Thompson, Auburn University About the Author James Davidson is at University of Wales, Aberystwyth.
