Econometric Theory

by James Davidson (Author)

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Format: Paperback

Synopsis of Econometric Theory

This book surveys recent developments in the rapidly expanding field of asymptotic distribution theory, placing special emphasis on the problems of time--dependence and heterogeneity. It is technically self--contained, with all but the most basic mathematical prerequisites being explained in their context.

Product details

  • Pages: 528
  • Publisher: John Wiley and Sons Ltd
  • Published: 14th January 2000
  • Language: English
  • ISBN: 9780631215844
  • Category: Business & Economics

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