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Stochastic limit theory : an introduction for econometricians / James Davidson.

By: Material type: TextTextSeries: Advanced texts in econometricsPublication details: Oxford ; Oxford University Press, 2002.Description: xxii, 539 pages : illustrations ; 25 cmISBN:
  • 9780198774037
Subject(s): DDC classification:
  • 330.0151 23 D252
Contents:
Part I: Mathematics -- Part II: Probability -- Part III: Theory of stochastic processes -- Part IV: The law of large numbers -- Part V: The central limit theorem -- Part VI: The functional central limit theorem.
Summary: A handbook and reference for academic econometricians and advanced graduate students, this title provides a coherent account of recent contributions to limit theory, with particular emphasis on the issues of date dependence and heterogeneity. It also provides a grounding in the requisite mathematics and probability theory.
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Holdings
Item type Current library Call number Status Date due Barcode Item holds
Books ISI Library, Kolkata 330.0151 D252 (Browse shelf(Opens below)) Available 137924
Total holds: 0

Includes bibliographical references and index.

Part I: Mathematics --
Part II: Probability --
Part III: Theory of stochastic processes --
Part IV: The law of large numbers --
Part V: The central limit theorem --
Part VI: The functional central limit theorem.

A handbook and reference for academic econometricians and advanced graduate students, this title provides a coherent account of recent contributions to limit theory, with particular emphasis on the issues of date dependence and heterogeneity. It also provides a grounding in the requisite mathematics and probability theory.

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