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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‐ ... More

*Keywords: *
asymptotic theory,
central limit theorem,
convergence theorems,
econometrics,
law of large numbers,
statistical theory,
stochastic process

Print publication date: 1994 | Print ISBN-13: 9780198774037 |

Published to Oxford Scholarship Online: November 2003 | DOI:10.1093/0198774036.001.0001 |

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## Front Matter

## I Mathematics

## II Probability

## III Theory of Stochastic Processes

## IV The Law of Large Numbers

## V The Central Limit Theorem

## VI The Functional Central Limit Theorem

## End Matter

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