Stochastic equicontinuity for unbounded dependent heterogeneous arrays

Econometric Theory

Volumn 12, Issue 2, 1996, Pages 347-359

  Hansen, Bruce E ^a,b  

^a BOSTON COLLEGE   (United States)

^b UNIVERSITY OF ROCHESTER   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 18544374745     PISSN: 02664666     EISSN: None     Source Type: Journal    
DOI: 10.1017/s0266466600006629     Document Type: Article

References (12)

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3. Andrews, D.W.K. (1993) An introduction to econometric applications of empirical process theory for dependent random variables. Econometric Reviews 12, 183-216.
4. Andrews, D.W.K. & W. Ploberger (1994) Optimal tests when a nuisance parameter is present only under the alternative. Econometrica 62, 1383-1414.
5. Andrews, D.W.K. & D. Pollard (1994) An introduction to functional central limit theorems for dependent stochastic processes. International Statistical Review 62, 119-132.
6. Arcones, M.A. & B. Yu (1994) Central limit theorems for empirical and U-processes of stationary mixing sequences. Journal of Theoretical Probability 7, 47-71.
7. de Jong, R.M. (1993) Stochastic Equicontinuity for Unbounded Mixing Processes. Working paper, Free University Amsterdam.
8. Doukhan, P., P. Massart, & E. Rio (1996) Invariance principles for absolutely regular empirical processes. Annales de l'Institut H. Poincaré, forthcoming.
9. Gallant, A.R. & H. White (1988) A Unified Theory of Estimation and Inference for Nonlinear Dynamic Models. New York: Basil Blackwell.
10. Hall, P. & C.C. Heyde (1980) Martingale Limit Theory and Its Applications. New York: Academic Press.
11. Pollard, D. (1990) Empirical Processes: Theory and Applications. CBMS Conference Series in Probability and Statistics, vol. 2. Hayward, CA: Institute of Mathematical Statistics.
12. Wellner, J. (1992) Empirical processes in action: A review. International Statistical Review 60, 247-269.