Basic Elements of Asymptotic Theory
AbstractThe paper provides a review of basic elements of asymptotic theory. Topics include modes of convergence, laws of large numbers and central limit theorems.
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Bibliographic InfoPaper provided by University of Maryland, Department of Economics in its series Electronic Working Papers with number 99-001.
Date of creation: Jan 1999
Date of revision:
Contact details of provider:
Postal: Department of Economics, University of Maryland, Tydings Hall, College Park, MD 20742
Web page: http://www.econ.umd.edu/
Postal: Ms. Elizabeth Martinez, Department of Economics, University of Maryland, Tydings Hall, College Park, MD 20742
Find related papers by JEL classification:
- C10 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - General
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- Wooldridge, Jeffrey M., 1986. "Estimation and inference for dependent processes," Handbook of Econometrics, in: R. F. Engle & D. McFadden (ed.), Handbook of Econometrics, edition 1, volume 4, chapter 45, pages 2639-2738 Elsevier.
- Mutl, Jan, 2009. "Consistent Estimation of Global VAR Models," Economics Series 234, Institute for Advanced Studies.
- Harry H. Kelejian & Ingmar R. Prucha, 1997. "Estimation of Spatial Regression Models with Autoregressive Errors by Two Stage Least Squares Procedures: A Serious Problem," Electronic Working Papers 97-001, University of Maryland, Department of Economics.
- Harry H. Kelejian & Ingmar R. Prucha, 1995. "A Generalized Moments Estimator for the Autoregressive Parameter in a Spatial Model," Electronic Working Papers 95-001, University of Maryland, Department of Economics, revised Mar 1997.
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