Stochastic Limit Theory —— An Introduction for Econometricians

----- 随机极限理论

ISBN: 9780198774037 出版年：2003 页码：562 Davidson, James Oxford University Press

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.