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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

Sprache
Erscheinungsdatum
2000
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Titel
Econometric Theory
Sprache
Englisch
Erscheinungsdatum
2000
Einband
Paperback
Seitenzahl
528
ISBN10
0631215840
ISBN13
9780631215844
Reihe
Beschreibung
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.