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

Davidson, James

ISBN 10: 0198774036 / ISBN 13: 9780198774037

Verlag: OUP Oxford, 1994

Beschreibung

New Book. Delivered from our UK warehouse in 4 to 14 business days. THIS BOOK IS PRINTED ON DEMAND. Established seller since 2000. Bestandsnummer des Verkäufers L0-9780198774037

Bibliografische Details

Titel: Stochastic Limit Theory: Advance Texts in ...

Verlag: OUP Oxford

Erscheinungsdatum: 1994

Einband: PAP

Zustand: New

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Book by Davidson James

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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)