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Basic Elements of Asymptotic Theory

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Author Info
Benedikt M. Pötscher () (Department of Statistics, University of Vienna)
Ingmar R. Prucha () (Department of Economics, University of Maryland)

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Abstract

The 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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File URL: http://www.bsos.umd.edu/econ/papers/prucha1.pdf
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Publisher Info
Paper provided by University of Maryland, Department of Economics in its series Electronic Working Papers with number 99-001.

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Date of creation: Jan 1999
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Handle: RePEc:umd:umdeco:99-001

Contact details of provider:
Postal: Department of Economics, University of Maryland, Tydings Hall, College Park, MD 20742
Web page: http://www.econ.umd.edu/

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Postal: Ms. Elizabeth Martinez, Department of Economics, University of Maryland, Tydings Hall, College Park, MD 20742
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Related research
Keywords: Asymptotic Theory; Modes of Convergence; Laws of Large Numbers; Central Limit Theorems;

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Find related papers by JEL classification:
C10 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: General - - - General

References listed on IDEAS
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  1. Potscher, Benedikt M. & Prucha, Ingmar R., 1994. "Generic uniform convergence and equicontinuity concepts for random functions : An exploration of the basic structure," Journal of Econometrics, Elsevier, vol. 60(1-2), pages 23-63. [Downloadable!] (restricted)
  2. Potscher, Benedikt M & Prucha, Ingmar R, 1989. "A Uniform Law of Large Numbers for Dependent and Heterogeneous Data Processes," Econometrica, Econometric Society, vol. 57(3), pages 675-83, May. [Downloadable!] (restricted)
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  3. Newey, Whitney K, 1991. "Uniform Convergence in Probability and Stochastic Equicontinuity," Econometrica, Econometric Society, vol. 59(4), pages 1161-67, July. [Downloadable!] (restricted)
  4. James Davidson & Robert de Jong, 1997. "Strong laws of large numbers for dependent heterogeneous processes: a synthesis of recent and new results," Econometric Reviews, Taylor and Francis Journals, vol. 16(3), pages 251-279. [Downloadable!] (restricted)
  5. Donald W.K. Andrews, 1986. "Consistency in Nonlinear Econometric Models: A Generic Uniform Law of Large Numbers," Cowles Foundation Discussion Papers 790, Cowles Foundation, Yale University. [Downloadable!]
  6. 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. [Downloadable!] (restricted)
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