Basic Elements of Asymptotic Theory
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References listed on IDEAS
- Newey, Whitney K, 1991.
"Uniform Convergence in Probability and Stochastic Equicontinuity,"
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- 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,"
International Regional Science Review,
, vol. 20(1-2), pages 103-111, April.
- 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.
- Kelejian, Harry H & Prucha, Ingmar R, 1999.
"A Generalized Moments Estimator for the Autoregressive Parameter in a Spatial Model,"
International Economic Review,
Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 40(2), pages 509-533, May.
- 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.
More about this item
KeywordsAsymptotic Theory; Modes of Convergence; Laws of Large Numbers; Central Limit Theorems;
- C10 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - General
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