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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

Jazyk
Rok vydání
2000
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Titul
Econometric Theory
Jazyk
anglicky
Rok vydání
2000
Vazba
měkká
Počet stran
528
ISBN10
0631215840
ISBN13
9780631215844
Série
Anotace
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.