On the formulation of uniform laws of large numbers: a truncation approach
From MaRDI portal
Publication:4763468
DOI10.1080/02331889408802458zbMath0813.60035OpenAlexW3122316141MaRDI QIDQ4763468
Ingmar R. Prucha, Benedikt M. Pötscher
Publication date: 10 April 1995
Published in: Statistics (Search for Journal in Brave)
Full work available at URL: http://www.nber.org/papers/t0085.pdf
Related Items
Central limit theorems and uniform laws of large numbers for arrays of random fields, Generic uniform convergence and equicontinuity concepts for random functions. An exploration of the basic structure
Cites Work
- Unnamed Item
- Large Sample Properties of Generalized Method of Moments Estimators
- Misspecified models with dependent observations
- A remark on serial correlation in maximum likelihood
- A maximal inequality and dependent strong laws
- A class of partially adaptive one-step M-estimators for a nonlinear regression model with dependent observations
- Nonlinear Regression with Dependent Observations
- Consistency in Nonlinear Econometric Models: A Generic Uniform Law of Large Numbers
- Nonlinear Regression on Cross-Section Data
- Basic structure of the asymptotic theory in dynamic nonlineaerco nometric models, part i: consistency and approximation concepts
- A Uniform Law of Large Numbers for Dependent and Heterogeneous Data Processes
- A uniform weak law of large numbers under π‐mixing with application to nonlinear least squares estimation
- Asymptotic Properties of Non-Linear Least Squares Estimators
- Asymptotic Properties of Maximum Likelihood Estimators for the Independent Not Identically Distributed Case
- Note on the Consistency of the Maximum Likelihood Estimate