Stochastic Limit Theory: An Introduction for Econometricicans (Advanced Texts in Econometrics)

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Fantastic introductdory reference book

Get ready for a hard time

Stochastic limit theory for beginners

Stochastic Limit Theory: An Introduction for Econometricicans (Advanced Texts in Econometrics)
James Davidson
Manufacturer: Oxford University Press, USA
ProductGroup: Book
Binding: Paperback

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ASIN: 0198774036

Book Description

This is a survey of the recent developments in the rapidly expanding field of asymptotic distribution theory, with a special emphasis on the problems of time dependence and heterogeneity. The book is designed to be useful on two levels. First as a textbook and reference work, giving definitions of the relevant mathematical concepts, statements, and proofs of the important results from the probability literature, and numerous examples; and second, as an account of recent work in the field of particular interest to econometricians, including a number of important new results. It is virtually self-contained, with all but the most basic technical prerequisites being explained in their context; mathematical topics include measure theory, integration, metric spaces, and topology, with applications to random variables, and an extended treatment of conditional probability. Other subjects treated include: stochastic processes, mixing processes, martingales, mixingales, and near-epoch dependence; the weak and strong laws of large numbers; weak convergence; and central limit theorems for nonstationary and dependent processes. The functional central limit theorem and its ramifications are covered in detail, including an account of the theoretical underpinnings (the weak convergence of measures on metric spaces), Brownian motion, the multivariate invariance principle, and convergence to stochastic integrals. This material is of special relevance to the theory of cointegration.

Customer Reviews:

Fantastic introductdory reference book.......2007-08-13

As another reviewer noted, there are absolutely no "real world" examples in this book. But that's not really the point. This book covers many of the theorems and techniques you would need to prove asymptotic results for time series, and I refer to it almost daily. The book would be extremely difficult for someone who hasn't taken a graduate sequence in econometrics or had similar mathematical preparation.

It's the first book I look at when I want to understand the details of a concept (mixing, for example), and I wish that Davidson had included some more topics that are related to my current research... that combination should make this an ideal introductory book, even though the material is inherently difficult.

Get ready for a hard time.......2005-09-13

Yes, I know it's a standard game of reviewers to show off by describing books as "a good introduction", implying one's capability of easily absorbing the material.

I shall try to judge the book by its stated mission, viz. to be an "introduction for econometricians". In my view it isn't, the material doesn't resemble much of what you are likely to have encountered in your econometrics education. If anything it is a course in applied measure theory. I should add that I don't know how the original sources look like (e.g. Billingsley), perhaps they're even worse. I just don't see where the book is supposed to be tailored to the background and needs of econometricians (with the exception of convergence to stochastic integrals at the very end, relevant for unit root econometrics etc.). Motivation and relevant examples (e.g. links to econometrics which one might reasonably expect in view of the title) are scarce, or to put it in Davidson's words, they occur on a set with measure zero. The book is thus extremely terse. It's Theorem - Proof - Corollary at its best. The back cover even recommends the book to business econometricians also (whatever that may be). This must be a marketing gag by the publisher, as far as I can judge the business world.

On the other hand it is quite self contained, which means most concepts you need in the later parts of the book are developed (if briefly) in the introductory chapters. Davidson frequently helps you with the task of understanding the proofs (which cover an estimated 2/3 of the book) by referring you to the relevant places.

It is only fair to acknowledge that Davidson does a remarkable job of explaining the material rigorously, but just don't be fooled by the title. It's hard work, you have to spend time on each word and (there is a lot more of that obviously) (in)equality.

Happily, it's worth it. Once you're through this, some of these obscure appendices in Econometrica may at last become more accessible to you. (The converse also holds: if you have never been interested in the details of the proofs save your money.)

Stochastic limit theory for beginners.......2005-06-09

This is a very good book on stochastics as it covers a lot of advanced topics in detail. I particularly found helpful the coverage of weak convergence. If you want to master the realm of stochastic processes, this could be a great place to start.

Book Description

Irrigation-induced salinity seriously threatens the future of sustainable agriculture worldwide. This paper examines the causes of salinity and its rapid increase in various countries. It discusses ways in which farmers, governments, and donor agencies can deal more effectively with the salinity crisis.

Irrigation-related salinity can degrade areas far beyond agricultural sites. The paper describes how saline water discharged into rivers affects downstream waterways and crosses international borders. The author reviews the effects of poorly managed and constructed irrigation canals and drainage systems and inefficient water use by farmers.

The author argues that these technical problems frequently stem from government policies that lead to inefficient water use. In support of this view, she surveys poor management by irrigation authorities and pricing policies that undervalue water resources.

The paper describes irrigation projects that are designed for short-term benefits but which can hinder sustained productivity and lead to environmental damage. It explains how to judge prospective irrigation projects better, and how to select projects that will be profitable and environmentally sound.

Book Description

Irrigation is the supply of water to agricultural crops by artifical means, designed to permit farming in arid regions and to offset drought in semi-arid regions. Irrigation has long played a key role in feeding expanding populations and is expected to play a still greater role in the future. Inevitably, however, irrigation entails the addition of water-borne salts which accumulate and induce the self-destructive twin phenomena of water-logging and salination. Moreover, this often negatively affects adjacent lands and water resources.

Is irrigation sustainable, and if so, how and under what conditions? That is the question that has impelled the writing of this book, which attempts to select and organize the disparate facts into a unified exposition, combining physico-chemical, agronomic, environmental, and economic principles into practical recommendations.

Chapters include: The Nature of Salinity, Effects on Crops, Irrigation Water, Waterlogging and Drainage, Salinity Control, Early Warning Systems, Scaling up from the Field, and a Conclusion which addresses directly the question of whether or not irrigation is sustainable. An appendix covers the economic aspects of salinity management.

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Adaptation to increasing salinity of the Colorado River (Water Resources Center contribution)
Frank E Robinson
Manufacturer: University of California, California Water Resources Center
ProductGroup: Book
Binding: Unknown Binding

Water Supply & Land Use | Nature & Ecology | Science | Subjects | Books
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ASIN: B0006WHGPE

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Agricultural salinity and drainage (Publication / University of California, Statewide Integrated Pest Management Project, Division of Agriculture and Natural Resources)
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Economically optimum agricultural utilization of a reclaimed water resource in the Texas rolling plains (Technical report / Texas Water Resources Institute)
Thomas P Zacharias
Manufacturer: Texas Water Resources Institute, Texas A & M University
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ASIN: B0006XN49A

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Impact of water and soils having high source-sink potentials on water and salinity management under irrigation in the upper Colorado River basin (Water resources planning series)
Lyman S Willardson
Manufacturer: Utah Water Research Laboratory, Utah State University
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Landsat detection of irrigation area salinity (Occasional papers series / Australian Water Resources Council)
L. J Nothrop
Manufacturer: Australian Govt. Pub. Service
ProductGroup: Book
Binding: Paperback

General | Agricultural Sciences | Professional Science | Professional & Technical | Subjects | Books
ASIN: 0644019018

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Research bulletin / Utah State University
D. W James
Manufacturer: Utah Agricultural Experiment Station, Utah State University
ProductGroup: Book
Binding: Unknown Binding

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ASIN: B000710XMM

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Salinity in Irrigation and Water Resources (Civil Engineering)
D. Yaron
Manufacturer: CRC Press
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Binding: Hardcover

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Technical report / Invermay Agricultural Research Centre
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Manufacturer: Southern South Island Region, Agricultural Research Division, Ministry of Agriculture & Fisheries
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Book Description

First published as Counselling Individuals: A Rational-Emotive Approach, this book is a clear and systematic guide to using rational-emotive therapy - RET - in counselling individuals.

Book Description

This volume provides entries on all species of North American freshwater game fishes. With 224 profile portraits, this is the comprehensive handbook for freshwater anglers.

Customer Reviews:

Complete and Comprehensive.......2000-11-22

This book is very useful in every facet of fresh water fishing, from fish physiology and habits to tackle selection. A must for every fresh water fisherman.

This book is equally as good as "McClane's Field Guide to Saltwater Fishes of North America."

Field Guide to Freshwater Fishes of North America

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Field Guide to Freshwater Fishes of North America
A.J. McClane
Manufacturer: Holt, Rinehart & Winston
ProductGroup: Book
Binding: Paperback
ASIN: B000INAAAY

Book Description

Now completely revised, this bestselling historical atlas includes a chronological series of more than fifty maps and accompanying text tracing the movements of peoples in Europe, the Mediterranean area, and the Near East from 5000 b.c. to the fourth century a.d.

Customer Reviews:

Dynamic Maps - hurrah!.......2006-07-20

As an avid devourer of both history and maps I can say that this book fills a certain niche within my appetite that has not been addressed by either thick historical reference materials or other historical atlases.

Specifically, the strength of this book (whatever its other failings are) is that it does the best job I've yet seen of presenting a TRULY DYNAMIC VIEW of the area in question. [For caveats as to its limitations, skip to the bottom of the review.]

This means that, after the early stuff is gotten out of the way (your neolithic revolution and other early times for which our information is sketchy, which involves leaving out a lot of time), we are treated to a map of the same area at regular ~50 year intervals. [The actual intervals between maps actually ranges from 15 to 100 in some cases, but ~50 is probably the mean.]

Now I own a few other historical atlases, many of which come highly recommended (The 2005 Oxford Atlas of World History, for example, as well as a few other comparable atlases), and while they are valuable purchases in their own right, they do not present a detailed DYNAMIC view of any part of the world, let alone sticking with one piece of it. The Oxford Atlas presents 'The Roman Empire' in two (admittedly large) pages that are supposed to take us from 500BC to 400AD, accompanied by three maps. While the simple narrative tells us what happens within that time period, we do not get to SEE what happens. Another atlas presents one very large and well detailed world map for every 250 year interval - empires pop up from nowhere like dandelions and are gone by the next map as if they never were!

In contrast, McEvedy's work sacrifices global scope and global time to present a limited frame of reference (Europe, North Africa, the Near East/Iran and half of the Eurasian steppe) and gives us a blow-by-blow account of what exactly was going on. We can actually see Rome growing over the course of 20 or so maps covering a thousand years, not to mention the ebb and flow of the various other historical peoples that shared the stage with Rome. [This doesn't take into account the pre-Rome maps that make up the other half of the book.]

I have yet to encounter any other series of maps, in proper historical reference materials or in other historical atlases, that provide this glimpse into a dynamic world that changed with each human generation (as all human communities do, whether we know it or not). [If anyone else knows of such a series of maps, by all means post a review listing the title.]

As an amateur scholar who prefers to get proper historical information from thick, specifically targeted thousand page works, I can definitely say that there is no substitute for the visual information that maps can provide. I've lost count of how many pages have been wasted attempting to explain in (many, many) words what could have been presented instantly and without confusion by a simple well drawn and well-excised map - in fact I've yet to encounter any proper historical work in which the use of maps has been what I'd call adequate. Every targeted proper history should have a section of dynamic maps as comprehensive in time (50 year snapshots) as McEvedy's work, and without all the clutter added in. [If the entire historical narrative never even mentions cities G-Z, why are cities G-Z included in the maps at all - to make cities A-F difficult to find?]

Finally, McEvedy certainly has a way with words, as well as a sense of humor, which makes the narrative, simple as it is, more enjoyable then your average millenium trudge.

Having said all this, however, one should keep in mind that this Atlas fills a specific and so far unmet need - without competition in that specific realm it stands unparalleled. When measured according to other parameters that are already serviced by other products, this Atlas is average at best.

Factors to consider:

1) Can only be classified as the most basic of introductions to history - the historical narrative is very very simple, easily outclassed by other atlases, and is primarily meant to simply accompany the maps and explain any apparent anomalies. This is not a book with which to learn history, but to offer a supplement to the amateur historian that simply isn't available elsewhere (at least not collected into one convenient place that I am aware of).

2) Limited in geographical scope. Relatively clearly stated at the outset. I, personally, would love to see the same treatment given to the rest of the world (either as a whole or by region or both), but this has not been attempted. [Cursory book store inspection of the regional Penguin Atlases, such as Africa or Egypt or Greece, suggest that they have moved away from the dynamic presentation of many maps towards a more narrative approach.]

3) Lack of detail. This is not a standard reference work - it is not a book with which to look up specific facts or places or cities. It details the movements of large numbers of people who are defined in cultural/linguistic terms - it is a work of demographic history, and in terms of such, excess detail would indeed simply get in the way of the purpose of THIS work. Other Atlases and dictionaries have already provided reference services.

4) The author is not precisely a neutral party. Whil McEvedy's specialization involves demographic history, in which I do not doubt he is both objective and an expert, he is not afraid to stake out a position on other issues in history about which he may not be such an expert. If certain historical controversies tend to set you off (such as the Aryan invasion conroversy), then you may well be set off by some of the random comments interspersed throughout the book. McEvedy's opinions clearly represent that backlash against the historical-PC movement (or whatever it might be called), in which there have never been any real Dark Ages anywhere at any time (as this would insult the people who lived at those times, making them seem inferior), and in which large regions were never invaded by other people (as this is a threat to the patriots of [Nation X], however long ago it didn't happen), or if they were invaded the 'invaders' were really friendly and nice and accomodating (not ambitious, opportunistic and clever thugs, because thugs are never smart), or that the invaders clearly made no useful or worthwhile contributions to subsequent cultural development (because aggression and invasion are wrong, and the perpetrators should not be encouraged by admitting that they were anything except pure destructive evil). Of course such theories began, some time ago, as a response to the old conservative position in which fresh blood and racial superiority demanded that invasions determined everything (because muscles are good), that the conquered people were weak, stupid, insipid and given to orgies and all manner of archaic and disgusting customs (and probably used masking tape to fix their glasses), that the conquerors were massive and virile noble savages (full of honor and repute and definitely not a collection of rapists and murderers), and that the conquered people were usually dissolved in the pure elixir of new blood (or at least kept where they belonged, in slavery).
Seen in the light of past and present exremisms, McEvedy's comments are pretty tame, and more of a calling for balance between various hypotheses (which, when left to themselves, tend to become hyperbolic). In any case such few comments as exist are not integral to any theory presented by McEvedy, and are really no more than asides to the work - most authors would excise such unnecessary and provocative comments, but McEvedy has not. The comments are almost meaningless to the purpose of the book, so you can easily take the maps and forget the narrative completely, and still come out ahead, regardless of your position.

In summary, and speaking as an amateur historian, this book is an amazing kind of supplement that I have yet find anywhere else. It is not, however, a comprehensive introduction to world (or regional) history, and it is not a general reference work.

History as it should be enjoyed.......2006-05-20

I defy any other historian to compress so much raw material into such a concise but precise volume. The language is a pure joy: Caesar's son being "tidied away into a small box"; Nero "dying by his own shaky hand"; the "proud and prickly" Great Kings of Persia. The book (and others by the same author) is also refreshingly politically incorrect: unashamedly European in outlook, rightly contemptuous of less civilized polities, unafraid to defend the Indo-European conquest of Iran and Northern India.
Best of all, the maps are a succulent treat: I remember tracing them out by pencil when a student (that was the first edition) and being caught out by my history master - leading to a heated debate on the origin of the Etruscans.
I have now gone through no less than seven copies of this book (first or second edition): three given away to enlightened friends, four disintegrated through long re-readings in the bath.
A Gibbon for the IT age.

Not the Atlas I was hoping for.......2005-10-04

When you teach introductory courses in ancient history ranging from the first cities to the fall of Rome a good atlas that doesn't cost much is difficult to find: its still difficult to find. I like that the maps are organized by topic to a degree but I found a lot of the commentary to be more introductory history (simplistic at that) than atlas commentary. I liked that the maps themselves are simple gray scale and not all the colors that can get confusing when you deal with smaller nations and tribes but overall I think they lacked some detail. Given so much of the book is this simplified history it really needs a bibliography too. For $15, I think I can put up maps on our class overhead or computer which are as good and in many cases better.

A fine book, somewhat mis-titled.......2005-05-04

This is a very nice piece of work but not exactly an atlas of ancient history. It is a cultural geography of Europe, North Africa, and the Middle East. It has far fewer place names than I wanted from an atlas and much of it is pre-history beginning some 40,000 years ago.

It starts with a brisk and entertaining account of the author's methods for interpreting scanty archaeological and linguistic evidence. This is at once accessible, learned, detailed, acerbic, and engaging. There is a funny bit about how archaeologists will say "a major new civilization" when they mean "a particularly disappointing dig", or will say "earliest known" when they mean "undated", and more. There is a terrific account of what it took to re-settle humans in Europe as the last ice age retreated. The effects were strong on Northern Europe into historical times (indeed Scandinavia and some of Russia is still rising and drying out today). The author estimates the human population of all of Europe and the Middle East was only about 100,000 in 9,000 BC.

The book describes movements of peoples, languages, technologies, and writing systems. It maps out the earliest known trade relations. It includes many maps but with few place names. Rather they indicate where various ethnic groups lived and what technologies were used where. As it enters historical times the book describes the campaigns of rulers and empires. It is a beautiful piece of work and beautifully concise.

On the other hand, if you are reading Euripides and you want to know where Lemnos was, you won't find it here. You will find the most famous places: In Greece, besides
Athens and Sparta, are Mycenea, Lesbos, Argos. That is like finding Chicago and San Francisco in an atlas of the US. But you will not find general Meno's birthplace of Larissa--which you would read about in either Plato or Xenophon. It is like not finding St. Louis in a US atlas. Those places are found in the Atlas of the Greek World (Cultural Atlas of) by Peter Levi. And they are found in another book you should read anyway, namely the Landmark Thucydides. It is a terrific edition available in paperback and it shows these places in detailed maps.

Very nice summary of ancient history.......2005-02-22

I must say, this is one of the best summaries of the ancient world that I have read in a while. The text is detailed yet concise, and even humorous at times. It and the maps do a good job recording the rise and fall of many of the ancient states. My only complaint is that some of the text is outdated; the 2nd Edition is from 2002 but it fails to incorporate some of the newer discoveries. The text on the Indus Valley Civilization (discovery of only two cities) and the Aryan entry into India (states definitively that they invaded and destroyed the IVC, when this is questioned) are the most blatant examples. Still, most of the text and maps are very useful and still current. If you like ancient history, this book is for you.

Book Description

For much of the twentieth century, Americans had a love/hate relationship with France. While many admired its beauty, culture, refinement, and famed joie de vivre, others thought of it as a dilapidated country populated by foul-smelling, mean-spirited anti-Americans driven by a keen desire to part tourists from their money. We'll Always Have Paris explores how both images came to flourish in the United States, often in the minds of the same people.

Harvey Levenstein takes us back to the 1930s, when, despite the Great Depression, France continued to be the stomping ground of the social elite of the eastern seaboard. After World War II, wealthy and famous Americans returned to the country in droves, helping to revive its old image as a wellspring of sophisticated and sybaritic pleasures. At the same time, though, thanks in large part to Communist and Gaullist campaigns against U.S. power, a growing sensitivity to French anti-Americanism began to color tourists' experiences there, strengthening the negative images of the French that were already embedded in American culture. But as the century drew on, the traditional positive images were revived, as many Americans again developed an appreciation for France's cuisine, art, and urban and rustic charms.

Levenstein, in his colorful, anecdotal style, digs into personal correspondence, journalism, and popular culture to shape a story of one nation's relationship to another, giving vivid play to Americans' changing response to such things as France's reputation for sexual freedom, haute cuisine, high fashion, and racial tolerance. He puts this tumultuous coupling of France and the United States in historical perspective, arguing that while some in Congress say we may no longer have french fries, others, like Humphrey Bogart in Casablanca, know they will always have Paris, and France, to enjoy and remember.

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