STOCHASTIC EQUICONTINUITY FOR UNBOUNDED DEPENDENT HETEROGENEOUS ARRAYS

Authors
HANSEN BE
Citation
Be. Hansen, STOCHASTIC EQUICONTINUITY FOR UNBOUNDED DEPENDENT HETEROGENEOUS ARRAYS, Econometric theory, 12(2), 1996, pp. 347-359
Citations number
22
Categorie Soggetti
Economics,"Social Sciences, Mathematical Methods
Journal title
Econometric theory → ACNP
ISSN journal
02664666
Volume
12
Issue
2
Year of publication
1996
Pages
347 - 359
Database
ISI
SICI code
0266-4666(1996)12:2<347:SEFUDH>2.0.ZU;2-3
Abstract
This paper establishes stochastic equicontinuity for classes of mixing ales. Attention is restricted to Lipschitz-continuous parametric funct ions. Unlike some other empirical process theory for dependent data, o ur results do not require bounded functions, stationary processes, or restrictive dependence conditions. Applications are given to martingal e difference arrays, strong mixing arrays, and near-epoch dependent ar rays.