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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

Taal
Jaar van publicatie
2000
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Titel
Econometric Theory
Taal
Engels
Jaar van publicatie
2000
Formaat
Paperback
Aantal pagina's
528
ISBN10
0631215840
ISBN13
9780631215844
Reeks
Aantekening
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.