Ranked #89 in Econometrics
Econometricians, while using mathematical theory such as probability and limit theory at a demanding level, often do not have the advantage of a strong mathematical training. Using maths texts requires econometricians to ignore much material, and decipher unfamiliar notation, before reaching results useful and comprehensible to them. James Davidson has succeeded in clearly and rigorously explaining this mathematics to the ecconometricians who are increasingly using it. This book will serve as a technically self-contained handbook for advanced graduate students of econometrics, doctoral... more