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Item Details
Title:
ECONOMETRIC THEORY
By:
James Davidson
Format:
Paperback
List price:
£54.95
Our price:
£49.46
Discount:
10
% off
You save:
£5.49
ISBN 10:
0631215840
ISBN 13:
9780631215844
Availability:
Usually dispatched within 1-3 weeks.
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Stock:
Currently
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available
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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