Basic Elements of Asymptotic Theory
The paper provides a review of basic elements of asymptotic theory. Topics include modes of convergence, laws of large numbers and central limit theorems.
|Date of creation:||Jan 1999|
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- Potscher, Benedikt M & Prucha, Ingmar R, 1989.
"A Uniform Law of Large Numbers for Dependent and Heterogeneous Data Processes,"
Econometric Society, vol. 57(3), pages 675-83, May.
- Potscher, Benedikt M. & Prucha, Ingmar R., 1987. "A Uniform Law of Large Numbers for Dependent and Heterogeneous Data Process," Working Papers 87-26, C.V. Starr Center for Applied Economics, New York University.
- Herman J. Bierens & A. R. Gallant (ed.), 1997. "Nonlinear Models," Books, Edward Elgar, volume 0, number 878, Autumn.
- 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.
- Donald W.K. Andrews, 1986. "Consistency in Nonlinear Econometric Models: A Generic Uniform Law of Large Numbers," Cowles Foundation Discussion Papers 790, Cowles Foundation for Research in Economics, Yale University.
- Newey, W.K., 1989.
"Uniform Convergence In Probability And Stochastic Equicontinuity,"
342, Princeton, Department of Economics - Econometric Research Program.
- Newey, Whitney K, 1991. "Uniform Convergence in Probability and Stochastic Equicontinuity," Econometrica, Econometric Society, vol. 59(4), pages 1161-67, July.
- 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.
- 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 & Francis Journals, vol. 16(3), pages 251-279.
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