Stochastic Limit Theory: An Introduction for Econometricians

Davidson, James

ISBN 10: 0198774036 / ISBN 13: 9780198774037

Verlag: Oxford University Press, Usa, 2002

Beschreibung

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

Bibliografische Details

Titel: Stochastic Limit Theory: An Introduction for...

Verlag: Oxford University Press, Usa

Erscheinungsdatum: 2002

Einband: Softcover

Zustand: Good

Über diesen Titel

Inhaltsangabe:

Book by Davidson James

Críticas:

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)