Uniform Convergence in Probability and Stochastic Equicontinuity

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Modelling nonlinear count time series with local mixtures of Poisson autoregressions
On a converse to Scheffé's theorem
An extended empirical saddlepoint approximation for intractable likelihoods
Uniform laws of large numbers and stochastic Lipschitz-continuity
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Random sets of uniform convergence
Uniform convergence of probability measures: Topological criteria
Partially adaptive estimation via a normal mixture
Coherency and estimation in simultaneous models with censored or qualitative dependent variables
A theorem on uniform convergence of stochastic functions with applications
An MCMC approach to classical estimation.
Empirical likelihood estimation and consistent tests with conditional moment restrictions
Partially adaptive estimation of autoregressive processes via a normal mixture
Testing the equality of several covariance functions for functional data: a supremum-norm based test
On the consistency of a cross-sectional GMM estimator in the presence of an observable stochastic common data shock
Self-weighted generalized empirical likelihood methods for hypothesis testing in infinite variance ARMA models
Conditional density estimation using the local Gaussian correlation
The locally Gaussian density estimator for multivariate data
On Bayesian oracle properties
Tests of specification for parametric and semiparametric models
Continuous approximations of stochastic evolutionary game dynamics
Some remarks on the uniform weak convergence of stochastic processes
Asymptotic distribution of misspecified random effects estimator for a dynamic panel model with fixed effects when both n and T are large
A simple approach to maximum intractable likelihood estimation
Hyperlink regression via Bregman divergence
Integrated likelihood based inference for nonlinear panel data models with unobserved effects
Consistency without compactness of the parameter space in spatial econometrics
Asymptotic behavior of solutions: an application to stochastic NLP
Bayes factor asymptotics for variable selection in the Gaussian process framework
Estimation in the zero-inflated bivariate Poisson model, with an application to health-care utilization data
Support vector regression with penalized likelihood
Robust estimation and inference of spatial panel data models with fixed effects
A note on spatial-temporal lattice modeling and maximum likelihood estimation
Estimating FARIMA models with uncorrelated but non-independent error terms
Identifying multiple changes for a functional data sequence with application to freeway traffic segmentation
Non-standard inference for augmented double autoregressive models with null volatility coefficients
Uniform convergence in extended probability of sub-gradients of convex functions
On the validity of Edgeworth expansions and moment approximations for three indirect inference estimators
High dimensional generalized empirical likelihood for moment restrictions with dependent data
A spatial autoregressive model with a nonlinear transformation of the dependent variable
Bootstrap score tests for fractional integration in heteroskedastic ARFIMA models, with an application to price dynamics in commodity spot and futures markets
On the asymptotics of maximum likelihood estimation for spatial linear models on a lattice
Are there common values in first-price auctions? A tail-index nonparametric test
Estimating and testing a quantile regression model with interactive effects
Leave-one-out cross-validation is risk consistent for Lasso
Spatial dynamic panel data models with correlated random effects
Testing for structural changes in large dimensional factor models via discrete Fourier transform
Asymptotic distribution of the cointegrating vector estimator in error correction models with conditional heteroskedasticity
Instrumental variable estimation of nonseparable models
Testing for structural change in regression quantiles
Central limit theorems and uniform laws of large numbers for arrays of random fields
Modeling nonlinear time series with local mixtures of generalized linear models
Time series mixtures of generalized t experts: ML estimation and an application to stock return density forecasting
Discriminating between long-range dependence and non-stationarity
Basic structure of the asymptotic theory in dynamic nonlineaerco nometric models, part i: consistency and approximation concepts
On the approximate maximum likelihood estimation for diffusion processes
Efficient minimum distance estimator for quantile regression fixed effects panel data
scientific article; zbMATH DE number 775836 (Why is no real title available?)
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Remarks on uniform convergence of random variables and statistics
Estimating the derivative function and counterfactuals in duration models with heterogeneity
Semi-parametric learning of structured temporal point processes
Asymptotics for the conditional-sum-of-squares estimator in multivariate fractional time-series models
TESTING FOR STRUCTURAL CHANGE IN THE PRESENCE OF AUXILIARY MODELS
A note on generalized empirical likelihood estimation of semiparametric conditional moment restriction models
Frequency domain generalized empirical likelihood method
On Testing the Equality of Mean and Quantile Effects
A note on the infeasibility of some inference processes
A Projection-Based Nonparametric Test of Conditional Quantile Independence
Nonparametric estimation of marginal effects in regression-spline random effects models
The MLE of Aigner, Amemiya, and Poirier is \textit{not} the expectile MLE
A nonparametric distribution-free test for serial independence of errors
Exponential class of dynamic binary choice panel data models with fixed effects
Nonparametric estimation of isotropic covariance function
Preface
A dual approach to inference for partially identified econometric models
Distances on probability measures and random variables
Efficient peer effects estimators with group effects
SECOND-ORDER BIAS REDUCTION FOR NONLINEAR PANEL DATA MODELS WITH FIXED EFFECTS BASED ON EXPECTED QUANTITIES
Spatial Linear Regression with Covariate Measurement Errors: Inference and Scalable Computation in a Functional Modeling Approach
A condition for the identification of multivariate models with binary instruments
Bayesian Joint Chance Constrained Optimization: Approximations and Statistical Consistency
Locally Robust Semiparametric Estimation
Regularized GMM for time-varying models with applications to asset pricing
Rank-based instrumental variable estimation for semiparametric varying coefficient spatial autoregressive models
On weak convergence of quantile-based empirical likelihood process for ROC curves
Post-averaging inference for optimal model averaging estimator in generalized linear models
On distributional autoregression and iterated transportation
Medoid splits for efficient random forests in metric spaces
Forecasting in the presence of large shocks
Dynamic spatial panel data models with interactive fixed effects: M-estimation and inference under fixed or relatively small T
Instrumental variable estimation of distributional causal effects
The ET interview: Benedikt M. Pötscher
Unified Optimal Model Averaging with a General Loss Function based on Cross-Validation
Quantile-crossing spectrum and spline autoregression estimation
Comparing composite likelihood methods based on pairs for spatial Gaussian random fields
Multiple comparison procedures for simultaneous inference in functional MANOVA
Bayesian analysis with conditionally identically distributed sequences
Estimation of counterfactual distributions with a continuous endogenous treatment
Frequentist model averaging under a linear exponential loss

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