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Econometricians, while using mathematical theory such as probability and limit theory at a demanding level, often do not have the advantage of a strong mathematical training. Using maths texts requires econometricians to ignore much material, and decipher unfamiliar notation, before reaching results useful and comprehensible to them. James Davidson has succeeded in clearly and rigorously explaining this mathematics to the ecconometricians who are increasingly using it. This book will serve as a technically self-contained handbook for advanced graduate students of econometrics, doctoral students, and academic or business econometricians who wish to improve their command of the mathematical processes they use.
A wide-ranging coverage of mathematics combines the latest work with a lucid exposition of basic theories. The text covers statistical methods including probability theory, stochastic processes and their dependence structure, central limit theorems, and asymptotic distribution theory. It provides results directly relevant to econometricins, and indicates further reading. Davidson has included new material and results in central limit theorems from his research. Thus the book will appeal both as a survey and a research monograph.
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Previews available in: English
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1
Stochastic Limit Theory: An Introduction for Econometricians
2021, Oxford University Press
in English
0192844504 9780192844507
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Stochastic Limit Theory: An Introduction for Econometricians
1997, Oxford University Press
Paperback
in English
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0198774036 9780198774037
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3
Stochastic Limit Theory: An Introduction for Econometricians
1994, Oxford University Press, Incorporated
in English
0191525049 9780191525049
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Stochastic limit theory: an introduction for econometricians
1994, Oxford University Press
in English
0198774028 9780198774020
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Book Details
Edition Notes
Includes bibliographical references (p. 519-526) and index.
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- Created April 1, 2008
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August 4, 2023 | Edited by AgentSapphire | Edited without comment. |
August 4, 2023 | Edited by AgentSapphire | remove incorrect ocaid |
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