scientific article; zbMATH DE number 4082770

MaRDI QIDQ3811550zbMATH OpenFDO

Authors Mariusz Czekała

Publication date 1987

zbMATH Keywords

asymptotic independencenonlinear econometric modelsuniform law of large numbersdisturbance termsExplanatory variables

Mathematics Subject Classification ID

General nonlinear regression (62J02) Applications of statistics to economics (62P20) Strong limit theorems (60F15)

Recommendations

• A Uniform Law of Large Numbers for Dependent and Heterogeneous Data Processes
• Uniform laws of large numbers and stochastic Lipschitz-continuity
• Note on the strong consistency of the least squares estimator in nonlinear regression
• Consistency in Nonlinear Econometric Models: A Generic Uniform Law of Large Numbers
• Nonlinear least-squares estimation

Cited in

(6)

• Uniform law of large numbers and consistency of estimators for Harris diffusions
• A Uniform Law of Large Numbers for Dependent and Heterogeneous Data Processes
• Nonlinear Regression with Dependent Observations
• Consistency in Nonlinear Econometric Models: A Generic Uniform Law of Large Numbers
• On uniform laws of large numbers for ergodic diffusions and consistency of estimators
• Some new asymptotic theory for least squares series: pointwise and uniform results

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