Strong laws of large numbers for dependent heterogeneous processes: a synthesis of recent and new results
AbstractThis paper surveys recent developments in the strong law of large numbers for dependent heterogeneous processes. We prove a generalised version of a recent strong law for Lz-mixingales, and also a new strong law for Lpmixingales. These results greatly relax the dependence and heterogeneity conditions relative to those currently cited, and introduce explicit trade-offs between dependence and heterogeneity. The results are applied to proving strong laws for near-epoch dependent functions of mixing processes. We contrast several methods for obtaining these results, including mapping directly to the mixingale properties, and applying a truncation argument.
Download InfoIf you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.
Bibliographic InfoArticle provided by Taylor & Francis Journals in its journal Econometric Reviews.
Volume (Year): 16 (1997)
Issue (Month): 3 ()
Contact details of provider:
Web page: http://www.tandfonline.com/LECR20
Find related papers by JEL classification:
- C19 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Other
You can help add them by filling out this form.
CitEc Project, subscribe to its RSS feed for this item.
- Giovanni Cerulli, 2012.
"Are R&D Subsidies Provided Optimally? Evidence from a Simulated Agency-Firm Stochastic Dynamic Game,"
Journal of Artificial Societies and Social Simulation,
Journal of Artificial Societies and Social Simulation, vol. 15(1), pages 7.
- Giovanni Cerulli, 2010. "Are R&D subsidies provided optimally? Evidence from a simulated agency-firm stochastic dynamic game," CERIS Working Paper 201011, Institute for Economic Research on Firms and Growth - Moncalieri (TO).
- Yves Atchade, 2005. "An Adaptive Version for the Metropolis Adjusted Langevin Algorithm with a Truncated Drift," RePAd Working Paper Series LRSP-WP1, Département des sciences administratives, UQO.
- Benedikt M. Pötscher & Ingmar R. Prucha, 1999. "Basic Elements of Asymptotic Theory," Electronic Working Papers 99-001, University of Maryland, Department of Economics.
- J. Isaac Miller, 2007. "Cointegrating Regressions with Messy Regressors: Missingness, Mixed Frequency, and Measurement Error," Working Papers 0722, Department of Economics, University of Missouri, revised 15 Apr 2009.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: ().
If references are entirely missing, you can add them using this form.