Stochastic Equicontinuity for Unbounded Dependent Heterogeneous Arrays
Bruce Hansen ()
No 295., Boston College Working Papers in Economics from Boston College Department of Economics
This paper establishes stochastic equicontinuity for classes of mixingales. Attention is restricted to Lipschitz-continuous parametric functions. Unlike some other empirical process theory for dependent data, our results do not require bounded functions, stationary processes, or restrictive dependence conditions. Applications are given to martingale difference arrays, strong mixing arrays, and near epoch dependent arrays.
Keywords: Empirical process; weak convergence (search for similar items in EconPapers)
JEL-codes: C10 C22 (search for similar items in EconPapers)
Pages: 19 pages
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Published, Econometric Theory, 1996, 12:347-359.
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Journal Article: Stochastic Equicontinuity for Unbounded Dependent Heterogeneous Arrays (1996)
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Persistent link: https://EconPapers.repec.org/RePEc:boc:bocoec:295
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