Stochastic Limit Theory: An Introduction for Econometricians (Advanced Texts in Econometrics) - Hardcover

Reseña del editor

A handbook and reference for academic econometricians and advanced graduate students. The book 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, which will allow readers with limited mathematical training to make use of the material.