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This book surveys recent developments in the rapidly expanding field of asymptotic distribution theory, placing special emphasis on the problems of time-dependence and heterogeneity. It is technically self-contained, with all but the most basic mathematical prerequisites being explained in their context.
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Econometric Theory, James N. Davidson
- Language
- Released
- 2000
- Binding
- (Paperback)
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- Title
- Econometric Theory
- Language
- English
- Authors
- James N. Davidson
- Publisher
- Wiley-Blackwell
- Released
- 2000
- Format
- Paperback
- Pages
- 528
- ISBN10
- 0631215840
- ISBN13
- 9780631215844
- Series
- Tags
- Business, References & Manuals, Economics, Series, Scientific Theories, Time, Lectures, Applications, Courses
- Description
- This book surveys recent developments in the rapidly expanding field of asymptotic distribution theory, placing special emphasis on the problems of time-dependence and heterogeneity. It is technically self-contained, with all but the most basic mathematical prerequisites being explained in their context.