Stochastic limit theory: an introduction for econometricians
Davidson, James
creator
text
xxu
Oxford
Oxford University Press
2002
monographic
eng
XXII + 539 p.
Author has explained the mathematics to the econometricians who are increasingly using it. A wide-range coverage of mathematics combines the latest with worl with a lucid exposition of basic theories. The text covers statistical methods including probability theory, stochastic procesees, and their dependence structure.
Davidson, James
Econometrics
Stochastic theory
Economics - Mathematical models
Stochastic processes - Mathematical models
Limit theorms (Probability theory)
330.182
Advanced texts in Econometrics
0198774036
140323