Stochastic Limit Theory: Advance Texts in Econometricicans (Advanced Texts in Econometrics): An Introduction for Econometricians - Brossura

Davidson, James

Brossura

ISBN 10: 0198774036 ISBN 13: 9780198774037

Casa editrice: Oxford University Press, USA, 1994

Riassunto

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.

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Recensione

The book is clearly written with plenty of explanation in the text as well as the liberal use of well chosen examples ... in a short book every econometrician shoudl have on their shelves. (The Economic Journal)

He provides us with a very complete book that presents all the recent mainstream results used by econometricians in the asymptotic analysis of test statistics based on time series ... Professor Davidson's book will be very useful for all the people who are looking for a detailed introduction to stochastic limit theorems as it collects almost all the mathematical notions on which relies the today classical framework used to derive these asymptotic results ... impressive work done by Professor Davidson. He provides us with a remarkable book. Properly used, it will become a reference course text. And similarly, researchers will be pleased to have it at hand on their shelves to find rapidly references, definitions or proof technics. (Economic Theory)

It is no mean achievement to combine articulately the mathematics, probability, and statistics backgrounds ... into a unified framework capable of dealing with the nonlinearities and nonstationarities commonly found in econometrics. The book is clearly written with plenty of explanation in the text as well as the liberal use of well chosen examples ... a book every econometrician should have on their shelves. (The Economic Journal)

L'autore

James Davidson is at University of Wales, Aberystwyth.

Dettagli dell'edizione

• Editore: Oxford University Press, USA
• Data di pubblicazione: 1994
• Lingua: Inglese
• ISBN 10: 0198774036
• ISBN 13: 9780198774037
• Rilegatura: Copertina flessibile
• Numero di pagine: 564
• Contatto del produttore: non disponibile
• Persona responsabile: Ufficio Anagrafiche Messaggerie; ufficio.anagrafiche@meli.it; ; Via Verdi, 8; Assago Milano; 20090; Italia