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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

Lingua
Pubblicato
2000
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Metodi di pagamento

Titolo
Econometric Theory
Lingua
Inglese
Pubblicato
2000
Formato
In brossura
Pagine
528
ISBN10
0631215840
ISBN13
9780631215844
Serie
Descrizione
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.