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Description - Econometric Theory by James Davidson

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.

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Book Details

ISBN: 9780631215844
ISBN-10: 0631215840
Format: Paperback / softback
(261mm x 172mm x 28mm)
Pages: 528
Imprint: Blackwell Publishers
Publisher: John Wiley and Sons Ltd
Publish Date: 14-Jan-2000
Country of Publication: United Kingdom

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Author Biography - James Davidson

James Davidson is Professor of Econometrics at Cardiff University. Contributor and referee for a number of leading research journals, Davidson is the author of Stochastic Limit Theory (1994). With an MSc in Econometrics and Mathematical Economics from the London School of Economics, he has taught at the University of Warwick, the London School of Economics, the University of California--San Diego, and the University of Wales, Aberystwyth.

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