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Item Details
| Title:
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ECONOMETRIC THEORY
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| By: |
James Davidson |
| Format: |
Paperback |
| List price:
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£54.95 |
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We currently do not stock this item, please contact the publisher directly for
further information.
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| ISBN 10: |
0631215840 |
| ISBN 13: |
9780631215844 |
| Publisher: |
JOHN WILEY AND SONS LTD |
| Pub. date: |
14 January, 2000 |
| Pages: |
528 |
| Description: |
* Covers time series modelling in detail* Discusses recent advances in estimation and testing theory, cointegration and unit roots* Presents unique treatment of modern asymptotic theory for time series* Incorporates material from lectures given at London School of Economics. . |
| Synopsis: |
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. |
| Illustrations: |
12 |
| Publication: |
UK |
| Imprint: |
Blackwell Publishers |
| Returns: |
Returnable |
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