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Stochastic Limit Theory: An Introduction for EconometriciansJames Davidson, Oxford University Press, 1994 JOURNAL ARTICLE published December 1996 in Econometric Theory |
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Stochastic Limit Theory MONOGRAPH published 13 October 1994 |
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Stochastic Convergence BOOK CHAPTER published 13 October 1994 in Stochastic Limit Theory |
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Stochastic Processes BOOK CHAPTER published 13 October 1994 in Stochastic Limit Theory |
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Uniform Stochastic Convergence BOOK CHAPTER published 13 October 1994 in Stochastic Limit Theory |
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Mixing BOOK CHAPTER published 13 October 1994 in Stochastic Limit Theory |
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Mixingales BOOK CHAPTER published 13 October 1994 in Stochastic Limit Theory |
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Conditioning BOOK CHAPTER published 13 October 1994 in Stochastic Limit Theory |
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Topology BOOK CHAPTER published 13 October 1994 in Stochastic Limit Theory |
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Martingales BOOK CHAPTER published 13 October 1994 in Stochastic Limit Theory |
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Dependence BOOK CHAPTER published 13 October 1994 in Stochastic Limit Theory |
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Measure BOOK CHAPTER published 13 October 1994 in Stochastic Limit Theory |
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Expectations BOOK CHAPTER published 13 October 1994 in Stochastic Limit Theory |
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Integration BOOK CHAPTER published 13 October 1994 in Stochastic Limit Theory |
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Continuous time econometric modelling, A. R. Bergstrom, Advanced Texts In Econometrics, Oxford University Press, Oxford, 1990, ISBN 0‐19‐828367‐9, Paperback $17.50; isbn 0‐19‐829340‐7, hardback £40.00; pp. x + 326 JOURNAL ARTICLE published April 1993 in Journal of Applied Econometrics |
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The Classical Central Limit Theorem BOOK CHAPTER published 13 October 1994 in Stochastic Limit Theory |
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Weak Convergence to Stochastic Integrals BOOK CHAPTER published 13 October 1994 in Stochastic Limit Theory |
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Random Variables BOOK CHAPTER published 13 October 1994 in Stochastic Limit Theory |
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Cadlag Functions BOOK CHAPTER published 13 October 1994 in Stochastic Limit Theory |
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Probability Spaces BOOK CHAPTER published 13 October 1994 in Stochastic Limit Theory |