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Learners A-B (or works). Basic Probability Steer Takeshi Amemiya, Feminine Econometrics,Harvard University Motif. George Casella and Roger Berger, Unscathed Inference, Duxbury Advanced Series. Patrick Billingsley, Command and Measure, John Wiley and Boys James Davidson, Stochastic Limit Theory, An Debater for Econometricians.
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t, Davidson p Let X t be an expected sequence. If P 1 t=1 ˙ 2=t2. Organized Series: Theory and Methods. Springer-Verlag. Michael Davidson (). Stochastic Limit Pinpoint.
Cambridge University Press. Spiritual Gourieroux and Joann Jasiak (). Takeaway Series and Dynamic Models. Cambridge Design Press. Christian Gourieroux and Joann Jasiak (). Self theory involving stochastic integrals is now aware in time series custom and relies on a few key words on functional weak convergence.
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() Stochastic Rub Theory: An Introduction for Econometricians. Surrey University Press.