Stochastic limit theory : an introduction for econometricians /

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Bibliographic Details
Author / Creator:	Davidson, James, 1944- author.
Edition:	Second edition.
Imprint:	Oxford : Oxford University Press, 2021.
Description:	1 online resource (816 pages) : illustrations (black and white).
Language:	English
Series:	Oxford scholarship online Oxford scholarship online.
Subject:	Econometrics. Limit theorems (Probability theory) Stochastic processes.
Format:	E-Resource Book
URL for this record:	http://pi.lib.uchicago.edu/1001/cat/bib/13261960

Hidden Bibliographic Details
ISBN:	9780191927201 (ebook) : No price
Notes:	This edition also issued in print: 2021. Previous edition: 1994. Includes bibliographical references and index. Description based on online resource; title from home page (viewed on October 5, 2021).
Summary:	'Stochastic Limit Theory', published in 1994, has become a standard reference in its field. Now reissued in a new edition, offering updated and improved results and an extended range of topics, Davidson surveys asymptotic (large-sample) distribution theory with applications to econometrics, with particular emphasis on the problems of time dependence and heterogeneity.
Target Audience:	Specialized.
Other form:	Print version : 9780192844507

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