Stochastic Limit Theory : An Introduction for Econometricicans

Arnold I. Davidson, James Davidson

ISBN 10: 0198774036 / ISBN 13: 9780198774037

Verlag: OUP Oxford, 1994

Beschreibung

Zustand: Sehr gut - Gepflegter, sauberer Zustand. Es kann sich um eine ältere Auflage handeln., Aus der Auflösung einer renommierten Bibliothek. Kann Stempel beinhalten. | Seiten: 564 | Sprache: Englisch | Produktart: Bücher. Bestandsnummer des Verkäufers 1592851/202

Bibliografische Details

Titel: Stochastic Limit Theory : An Introduction ...

Verlag: OUP Oxford

Erscheinungsdatum: 1994

Einband: Softcover

Zustand: Sehr gut

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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)