Econometric TheoryISBN: 978-0-631-21584-4
Paperback
528 pages
April 2000, Wiley-Blackwell
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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.
