Stochastic limit theory: an introduction for econometricians (Record no. 1269243)
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| 000 -LEADER | |
|---|---|
| fixed length control field | 01744nam a2200229 4500 |
| 005 - DATE AND TIME OF LATEST TRANSACTION | |
| control field | 20250325124616.0 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
| fixed length control field | 250325b |||||||| |||| 00| 0 eng d |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 9780192844507 |
| 037 ## - SOURCE OF ACQUISITION | |
| Terms of availability | Textual |
| 040 ## - CATALOGING SOURCE | |
| Original cataloging agency | RTL |
| Transcribing agency | RTL |
| 084 ## - COLON CLASSIFICATION NUMBER | |
| Classification number | X:(B2816) N4;R1 |
| Assigning agency | RTL |
| 100 ## - MAIN ENTRY--PERSONAL NAME | |
| Personal name | Davidson, James |
| 245 ## - TITLE STATEMENT | |
| Title | Stochastic limit theory: an introduction for econometricians |
| 250 ## - EDITION STATEMENT | |
| Edition statement | 2nd |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. | |
| Place of publication, distribution, etc. | UK |
| Name of publisher, distributor, etc. | Oxford university press |
| Date of publication, distribution, etc. | 2021 |
| 300 ## - PHYSICAL DESCRIPTION | |
| Extent | xxix, 776p. |
| Other physical details | Includes bibliography and index |
| 520 ## - SUMMARY, ETC. | |
| Summary, etc. | This book aims to introduce modern asymptotic theory to students and practitioners of econometrics. It falls broadly into two parts. The first half provides a handbook and reference for the underlying mathematics (Part I, Chapters 1‐6), statistical theory (Part II, Chapters 7‐11) and stochastic process theory (Part III, Chapters 12‐17). The second half provides a treatment of the main convergence theorems used in analysing the large sample behaviour of econometric estimators and tests. These are the law of large numbers (Part IV, Chapters 18‐21), the central limit theorem (Part V, Chapters 22‐25) and the functional central limit theorem (Part VI, Chapters 26‐30). The focus in this treatment is on the nonparametric approach to time series properties, covering topics such as nonstationarity, mixing, martingales, and near‐epoch dependence. While the approach is not elementary, care is taken to keep the treatment self‐contained. Proofs are provided for almost all the results. |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name entry element | Econometric and Statistical Methods and Methodology: General |
| 9 (RLIN) | 747533 |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name entry element | Econometrics |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name entry element | Mathematical Economics |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
| Source of classification or shelving scheme | Colon Classification (CC) |
| Suppress in OPAC | No |
| Koha item type | Textbook |
| Classification part | X:(B2816) N4;R1 |
| Withdrawn status | Lost status | Source of classification or shelving scheme | Damaged status | Not for loan | Home library | Current library | Date acquired | Total Checkouts | Full call number | Barcode | Date last seen | Price effective from | Koha item type |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Colon Classification (CC) | Ratan Tata Library | Ratan Tata Library | 2025-03-25 | X:(B2816) N4;R1 | RT1528395 | 2025-03-25 | 2025-03-25 | Textbook |