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Stochastic Limit Theory: Advance Texts in Econometricicans (Advanced Texts in Econometrics): An Introduction for Econometricicans - Softcover
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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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Stochastic Limit Theory: An Introduction for Econometricians
Verlag:
Oxford University Press, 1994
ISBN 10: 0198774036
ISBN 13: 9780198774037
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Paperback. Zustand: Good. This is a survey of the recent developments in the rapidly expanding field of asymptotic distribution theory, with a special emphasis on the problems of time dependence and heterogeneity. The book is designed to be useful on two levels. First as a textbook and reference work, giving definitions of the relevant mathematical concepts, statements, and proofs of the important results from the probability literature, and numerous examples; and second, as an account of recent work in the field of particular interest to econometricians, including a number of important new results. It is virtually self-contained, with all but the most basic technical prerequisites being explained in their context; mathematical topics include measure theory, integration, metric spaces, and topology, with applications to random variables, and an extended treatment of conditional probability. Other subjects treated include: stochastic processes, mixing processes, martingales, mixingales, and near-epoch dependence; the weak and strong laws of large numbers; weak convergence; and central limit theorems for nonstationary and dependent processes. The functional central limit theorem and its ramifications are covered in detail, including an account of the theoretical underpinnings (the weak convergence of measures on metric spaces), Brownian motion, the multivariate invariance principle, and convergence to stochastic integrals. This material is of special relevance to the theory of cointegration. Bestandsnummer des Verkäufers 00106110334
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Stochastic Limit Theory: Advance Texts in Econometricicans (Advanced Texts in Econometrics)
Verlag:
Oxford University Press, USA, 1994
ISBN 10: 0198774036
ISBN 13: 9780198774037
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Zustand: acceptable. This copy has clearly been enjoyedâ"expect noticeable shelf wear and some minor creases to the cover. Binding is strong, and all pages are legible. May contain previous library markings or stamps. Bestandsnummer des Verkäufers DBV.0198774036.A
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Stochastic Limit Theory: An Introduction for Econometricians
Verlag:
Oxford University Press, 1994
ISBN 10: 0198774036
ISBN 13: 9780198774037
Gebraucht
Paperback
Anbieter: World of Books Inc, Montgomery, IL, USA
Verkäuferbewertung 4 von 5 Sternen
Paperback. Zustand: Good. This is a survey of the recent developments in the rapidly expanding field of asymptotic distribution theory, with a special emphasis on the problems of time dependence and heterogeneity. The book is designed to be useful on two levels. First as a textbook and reference work, giving definitions of the relevant mathematical concepts, statements, and proofs of the important results from the probability literature, and numerous examples; and second, as an account of recent work in the field of particular interest to econometricians, including a number of important new results. It is virtually self-contained, with all but the most basic technical prerequisites being explained in their context; mathematical topics include measure theory, integration, metric spaces, and topology, with applications to random variables, and an extended treatment of conditional probability. Other subjects treated include: stochastic processes, mixing processes, martingales, mixingales, and near-epoch dependence; the weak and strong laws of large numbers; weak convergence; and central limit theorems for nonstationary and dependent processes. The functional central limit theorem and its ramifications are covered in detail, including an account of the theoretical underpinnings (the weak convergence of measures on metric spaces), Brownian motion, the multivariate invariance principle, and convergence to stochastic integrals. This material is of special relevance to the theory of cointegration. Bestandsnummer des Verkäufers CIN0198774036G
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Stochastic Limit Theory: An Introduction for Econometricicans
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Paperback. Zustand: Good. No Jacket. Pages can have notes/highlighting. Spine may show signs of wear. ~ ThriftBooks: Read More, Spend Less. Bestandsnummer des Verkäufers G0198774036I3N00
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Stochastic Limit Theory: Advance Texts in Econometricicans (Advanced Texts in Econometrics): An Introduction for Econometricians
Verlag:
Oxford University Press, USA, 1994
ISBN 10: 0198774036
ISBN 13: 9780198774037
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Stochastic Limit Theory: Advance Texts in Econometricicans (Advanced Texts in Econometrics)
Verlag:
Oxford University Press, USA, 1994
ISBN 10: 0198774036
ISBN 13: 9780198774037
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Stochastic Limit Theory: Advance Texts in Econometricicans (Advanced Texts in Econometrics)
Verlag:
Oxford University Press, USA, 1994
ISBN 10: 0198774036
ISBN 13: 9780198774037
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Advanced Texts in Econometrics: Stochastic Limit Theory: An Introduction to Econometricians
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Oxford University Press, 1994
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ISBN 13: 9780198774037
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Zustand: Good. This is an ex-library book and may have the usual library/used-book markings inside.This book has soft covers. In good all round condition. Please note the Image in this listing is a stock photo and may not match the covers of the actual item,1000grams, ISBN:9780198774037. Bestandsnummer des Verkäufers 5753122
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Stochastic Limit Theory: An Introduction for Econometricians
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ISBN 13: 9780198774037
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Zustand: Good. This is an ex-library book and may have the usual library/used-book markings inside.This book has soft covers. In good all round condition. Please note the Image in this listing is a stock photo and may not match the covers of the actual item,900grams, ISBN:9780198774037. Bestandsnummer des Verkäufers 9795209
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Stochastic Limit Theory: Advance Texts in Econometricicans (Advanced Texts in Econometrics)
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paperback. Zustand: new. Bestandsnummer des Verkäufers Shelfdream0198774036