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Econometric Theory

Publisher Wiley-Blackwell
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Book Details
Author(s) James Davidson
Publisher Wiley-Blackwell
ISBN / ASIN 0631215840
ISBN-13 9780631215844
Marketplace France 🇫🇷
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Description
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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