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:
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

MARC

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521 |a Specialized. 
588 |a Description based on online resource; title from home page (viewed on October 5, 2021). 
650 0 |a Econometrics. 
650 0 |a Limit theorems (Probability theory) 
650 0 |a Stochastic processes. 
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