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Econometric Theory

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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
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Title
Econometric Theory
Language
English
Released
2000
Format
Paperback
Pages
528
ISBN10
0631215840
ISBN13
9780631215844
Series
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.