TY  - BOOK
AU  - Davidson,James
TI  - Stochastic limit theory: an introduction for econometricians 
T2  - Advanced texts in econometrics
SN  - 9780198774037
U1  - 330.0151 23
PY  - 2002///
CY  - Oxford
PB  - Oxford University Press
KW  - Econometrics
KW  - Limit theorems (Probability theory)
KW  - Stochastic processes
N1  - 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
N2  - 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
ER  -