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Stochastic Limit Theory: Advance Texts in Econometricicans (Advanced Texts in Econometrics)
Tác giả: James Davidson
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Về tác giả — James Davidson
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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 AuthorJames Davidson is at University of Wales, Aberystwyth.
Mô tả nội dung sách Stochastic Limit Theory: Advance Texts in Econometricicans (Advanced Texts in Econometrics) - James Davidson
Thông tin sách: Stochastic Limit Theory: Advance Texts in Econometricicans (Advanced Texts in Econometrics) (Hardcover, 564 trang) – Oxford University Press, USA, 1994. Ngôn ngữ: Tiếng Anh.
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.Giá bán
3.373.000 ₫
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