Central limit theorems and uniform laws of large numbers for arrays of random fields

Nazgul Jenish and Ingmar Prucha

Journal of Econometrics, 2009, vol. 150, issue 1, 86-98

Abstract: Over the last decades, spatial-interaction models have been increasingly used in economics. However, the development of a sufficiently general asymptotic theory for nonlinear spatial models has been hampered by a lack of relevant central limit theorems (CLTs), uniform laws of large numbers (ULLNs) and pointwise laws of large numbers (LLNs). These limit theorems form the essential building blocks towards developing the asymptotic theory of M-estimators, including maximum likelihood and generalized method of moments estimators. The paper establishes a CLT, ULLN, and LLN for spatial processes or random fields that should be applicable to a broad range of data processes.

Keywords: Random; field; Spatial; process; Central; limit; theorem; Uniform; law; of; large; numbers; Law; of; large; numbers (search for similar items in EconPapers)
Date: 2009
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (107)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:econom:v:150:y:2009:i:1:p:86-98

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