Econometric Theory(English, Paperback, Davidson James) | Zipri.in
Econometric Theory(English, Paperback, Davidson James)

Econometric Theory(English, Paperback, Davidson James)

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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.