James Davidson – författare

A brilliantly entertaining and innovative history of the ancient Athenians’ consuming passions for food, wine and sex.Sex, shopping and fish-madness, Athenian style.This fascinating book reveals that the ancient Athenians were supreme hedonists. Their society was driven by an insatiable lust for culinary delights – especially fish – fine wine and pleasures of the flesh. Indeed, great fortunes were squandered and politicians’ careers ruined through ritual drinking at the symposium, or the wooing of highly-coveted, costly prostitutes.James Davidson brings an incisive eye and an urbane wit to this refreshingly accessible and different history of the people who invented Europe, democracy and art.

A brilliantly entertaining and innovative history of the ancient Athenians’ consuming passions for food, wine and sex.Sex, shopping and fish-madness, Athenian style.This fascinating book reveals that the ancient Athenians were supreme hedonists. Their society was driven by an insatiable lust for culinary delights – especially fish – fine wine and pleasures of the flesh. Indeed, great fortunes were squandered and politicians’ careers ruined through ritual drinking at the symposium, or the wooing of highly-coveted, costly prostitutes.James Davidson brings an incisive eye and an urbane wit to this refreshingly accessible and different history of the people who invented Europe, democracy and art.

Stochastic Limit Theory, published in 1994, has become a standard reference in its field. Now reissued in a new edition, offering updated and improved results and an extended range of topics, Davidson surveys asymptotic (large-sample) distribution theory with applications to econometrics, with particular 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. 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. The new edition gives updated and improved versions of many of the results and extends the coverage of many topics, in particular the theory of convergence to alpha-stable limits of processes with infinite variance.

Stochastic Limit Theory, published in 1994, has become a standard reference in its field. Now reissued in a new edition, offering updated and improved results and an extended range of topics, Davidson surveys asymptotic (large-sample) distribution theory with applications to econometrics, with particular 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. 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. The new edition gives updated and improved versions of many of the results and extends the coverage of many topics, in particular the theory of convergence to alpha-stable limits of processes with infinite variance.

Stochastic Limit Theory, published in 1994, has become a standard reference in its field. Now reissued in a new edition, offering updated and improved results and an extended range of topics, Davidson surveys asymptotic (large-sample) distribution theory with applications to econometrics, with particular 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. 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. The new edition gives updated and improved versions of many of the results and extends the coverage of many topics, in particular the theory of convergence to alpha-stable limits of processes with infinite variance.

Asymptotics for Fractional Processes develops an approach to the large-sample analysis of fractional partial-sum processes, featuring long memory increments. Long memory in a time series, equivalently called strong dependence, is usually defined to mean that the autocovariance sequence is non-summable. The processes studied have a linear moving average representation with a single parameter, denoted d, to measure the degree of long-run persistence. Long memory means that d is positive, while negative d defines a special type of short memory known as antipersistence in which the autocovariance sequence sums to zero. Antipersistent processes are treated in parallel with the long memory case.This book features the weak convergence of normalized partial sums to fractional Brownian motion and the limiting distribution of stochastic integrals where both the integrand and the integrator processes exhibit either long memory or antipersistence. It also covers applications to cointegration analysis and the treatment of dependent shock processes and includes chapters on the harmonic analysis of fractional models and local-to-unity autoregression.

Asymptotics for Fractional Processes develops an approach to the large-sample analysis of fractional partial-sum processes, featuring long memory increments. Long memory in a time series, equivalently called strong dependence, is usually defined to mean that the autocovariance sequence is non-summable. The processes studied have a linear moving average representation with a single parameter, denoted d, to measure the degree of long-run persistence. Long memory means that d is positive, while negative d defines a special type of short memory known as antipersistence in which the autocovariance sequence sums to zero. Antipersistent processes are treated in parallel with the long memory case.This book features the weak convergence of normalized partial sums to fractional Brownian motion and the limiting distribution of stochastic integrals where both the integrand and the integrator processes exhibit either long memory or antipersistence. It also covers applications to cointegration analysis and the treatment of dependent shock processes and includes chapters on the harmonic analysis of fractional models and local-to-unity autoregression.

How do people on low incomes make decisions about employment and benefit claims? Interview material and economic analysis combine with new theories of the relationship between moral and economic reasoning.

This book surveys recent developments in the rapidly expanding field of asymptotic distribution theory, placing special emphasis on the problems of time-dependence and heterogeneity. It is technically self-contained, with all but the most basic mathematical prerequisites being explained in their context.

The Catholic Church has had a tumultuous recent history, in the wake of the election of a new pope and sex abuse scandals, and the views of Catholic lay people have not stood untouched. What are the effects of these events upon Catholics' beliefs? How do beliefs of older and younger generations of Catholics differ? Using key Gallup surveys from 1987 to 2005, this book reveals a rift between Catholics born before and after Vatican II and suggests that the future will find more Catholics making decisions about their own faith and fewer who are fervently committed to church life. This discussion is vital to anyone concerned with American Catholicism and its future.

A radical reappraisal of homosexuality in Ancient Greece, by a young historian described as 'the best thing to happen to ancient history for decades' (Andrew Roberts, MAIL ON SUNDAY)Kenneth Dover's 1978 GREEK HOMOSEXUALITY remains the most recent single-volume treatment of the subject as a whole. Drawing on fifteen years of ensuing research, James Davidson rejects Dover's excessively theoretical approach, using a wide variety of sources unknown to him - court cases, romantic novels, satirical plays and poems - to present a view of the subject that, in contrast to Dover and to Foucault, stresses the humanity of the ancient Greeks, and how they lived their loves and pleasures, rather than their moral codes and the theorising of philosophers.Homosexuality in Ancient Greece remains a central area of debate in the classics, in ancient history and lesbian and gay studies. Greek civilisation centrally underpins our own, providing a basis of so much of the west's culture and philosophy, yet the Greeks were more tolerant of homosexuality than virtually any other culture, certainly than the western civilisations that followed. The extent to which Greek attitudes to sexuality and in particular their privileging of 'Greek Love' were comparable and different to our own underlies the continuing debate over the formation of sexuality and the much wider question of the roles of nature and nurture in the formation of human behaviour and personality.

A GUIDE TO ECONOMICS, STATISTICS AND FINANCE THAT EXPLORES THE MATHEMATICAL FOUNDATIONS UNDERLING ECONOMETRIC METHODSAn Introduction to Econometric Theory offers a text to help in the mastery of the mathematics that underlie econometric methods and includes a detailed study of matrix algebra and distribution theory. Designed to be an accessible resource, the text explains in clear language why things are being done, and how previous material informs a current argument. The style is deliberately informal with numbered theorems and lemmas avoided. However, very few technical results are quoted without some form of explanation, demonstration or proof.The author—a noted expert in the field—covers a wealth of topics including: simple regression, basic matrix algebra, the general linear model, distribution theory, the normal distribution, properties of least squares, unbiasedness and efficiency, eigenvalues, statistical inference in regression, t and F tests, the partitioned regression, specification analysis, random regressor theory, introduction to asymptotics and maximum likelihood. Each of the chapters is supplied with a collection of exercises, some of which are straightforward and others more challenging. This important text: Presents a guide for teaching econometric methods to undergraduate and graduate students of economics, statistics or financeOffers proven classroom-tested materialContains sets of exercises that accompany each chapterIncludes a companion website that hosts additional materials, a solution manual and lecture slidesWritten for undergraduates and graduate students of economics, statistics or finance, An Introduction to Econometric Theory is an essential beginner's guide to the underpinnings of econometrics.

A GUIDE TO ECONOMICS, STATISTICS AND FINANCE THAT EXPLORES THE MATHEMATICAL FOUNDATIONS UNDERLING ECONOMETRIC METHODS

An Introduction to Econometric Theory offers a text to help in the mastery of the mathematics that underlie econometric methods and includes a detailed study of matrix algebra and distribution theory. Designed to be an accessible resource, the text explains in clear language why things are being done, and how previous material informs a current argument. The style is deliberately informal with numbered theorems and lemmas avoided. However, very few technical results are quoted without some form of explanation, demonstration or proof.

The author—a noted expert in the field—covers a wealth of topics including: simple regression, basic matrix algebra, the general linear model, distribution theory, the normal distribution, properties of least squares, unbiasedness and efficiency, eigenvalues, statistical inference in regression, t and F tests, the partitioned regression, specification analysis, random regressor theory, introduction to asymptotics and maximum likelihood. Each of the chapters is supplied with a collection of exercises, some of which are straightforward and others more challenging. This important text:

Presents a guide for teaching econometric methods to undergraduate and graduate students of economics, statistics or finance Offers proven classroom-tested material Contains sets of exercises that accompany each chapter Includes a companion website that hosts additional materials, a solution manual and lecture slides

Written for undergraduates and graduate students of economics, statistics or finance, An Introduction to Econometric Theory is an essential beginner''s guide to the underpinnings of econometrics.

A GUIDE TO ECONOMICS, STATISTICS AND FINANCE THAT EXPLORES THE MATHEMATICAL FOUNDATIONS UNDERLING ECONOMETRIC METHODS

An Introduction to Econometric Theory offers a text to help in the mastery of the mathematics that underlie econometric methods and includes a detailed study of matrix algebra and distribution theory. Designed to be an accessible resource, the text explains in clear language why things are being done, and how previous material informs a current argument. The style is deliberately informal with numbered theorems and lemmas avoided. However, very few technical results are quoted without some form of explanation, demonstration or proof.

The author—a noted expert in the field—covers a wealth of topics including: simple regression, basic matrix algebra, the general linear model, distribution theory, the normal distribution, properties of least squares, unbiasedness and efficiency, eigenvalues, statistical inference in regression, t and F tests, the partitioned regression, specification analysis, random regressor theory, introduction to asymptotics and maximum likelihood. Each of the chapters is supplied with a collection of exercises, some of which are straightforward and others more challenging. This important text:

Presents a guide for teaching econometric methods to undergraduate and graduate students of economics, statistics or finance Offers proven classroom-tested material Contains sets of exercises that accompany each chapter Includes a companion website that hosts additional materials, a solution manual and lecture slides

Written for undergraduates and graduate students of economics, statistics or finance, An Introduction to Econometric Theory is an essential beginner''s guide to the underpinnings of econometrics.

How do people on low incomes make decisions about employment and benefit claims? Interview material and economic analysis combine with new theories of the relationship between moral and economic reasoning.

How do people on low incomes make decisions about employment and benefit claims? Interview material and economic analysis combine with new theories of the relationship between moral and economic reasoning.

With over six thousand miles of rugged coastline, nowhere in Scotland is more than forty-five miles from tidal waters, and seven of the biggest towns and cities are seaports. No wonder then that the sea has shaped Scotland, and in turn the Scots have helped to shape maritime history, trade and communications.Scots and the Sea is a unique and compelling account of a small, sparsely populated country's relationship with the most powerful force on earth. It is a celebration of the courage and endurance of fishermen and their families, the selfless bravery of lifeboat volunteers and the individual brilliance of leaders like Admiral Cochrane, who helped establish free nations across the globe. The illicit activities of scoundrels like Captain Kidd also provide a taste of the darker side of the story. Scotland's proud maritime tradition is traced through this volume, which examines the development of trade, the founding of a Scottish merchant navy and the pressures towards Union with England. It explores ports, harbours and shipyards, and outlines the vital role Scotland has played in shipbuilding and marine engineering - from the galleys and longships of early history to clippers, steamships, ocean liners, hovercraft and oil rigs. Also recounted are the exploits and achievements of Scots in all these fields, including those of James Watt, William Symington, Henry Bell and Robert Stevenson. Finally, it takes a look into the future, where Scottish research into wave and tidal power could become vital in providing a source of sustainable energy. Over the years, many Scots have made their living and their fortune from the sea, others have lost their lives to it – Scots and the Sea is a tribute to all of them.