A Uniform Law of Large Numbers for Dependent and Heterogeneous Data Processes
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Publication:4203679
DOI10.2307/1911058zbMath0685.62091OpenAlexW2741003396MaRDI QIDQ4203679
Benedikt M. Pötscher, Ingmar R. Prucha
Publication date: 1989
Published in: Econometrica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/1911058
modelsheterogeneitynonlinearuniform law of large numberstemporal dependenceeconometric modelsconsistency of estimatorsconvergence of estimatorsnonidentically distributedcontinuity-type smoothness condition
Applications of statistics to economics (62P20) Asymptotic distribution theory in statistics (62E20) Strong limit theorems (60F15)
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