Document Detail

Central Limit Theorems and Uniform Laws of Large Numbers for Arrays of Random Fields.
MedLine Citation:
PMID:  20161289     Owner:  NLM     Status:  Publisher    
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.
Nazgul Jenish; Ingmar R Prucha
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Publication Detail:
Journal Detail:
Title:  Journal of econometrics     Volume:  150     ISSN:  0304-4076     ISO Abbreviation:  -     Publication Date:  2009 May 
Date Detail:
Created Date:  2010-7-13     Completed Date:  -     Revised Date:  -    
Medline Journal Info:
Nlm Unique ID:  101085117     Medline TA:  J Econom     Country:  -    
Other Details:
Languages:  ENG     Pagination:  86-98     Citation Subset:  -    
Department of Economics, New York University, 19 W. 4th Street, 6FL, New York, NY 10012.
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Grant Support
R43 AG027622-01A1//NIA NIH HHS; R44 AG027622-02//NIA NIH HHS; R44 AG027622-03//NIA NIH HHS

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