Central Limit Theorems for Dependent Heterogeneous Random Variables

B-Tier
Journal: Econometric Theory
Year: 1997
Volume: 13
Issue: 3
Pages: 353-367

Score contribution per author:

2.018 = (α=2.02 / 1 authors) × 1.0x B-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

This paper presents central limit theorems for triangular arrays of mixingale and near-epoch-dependent random variables. The central limit theorem for near-epoch-dependent random variables improves results from the literature in various respects. The approach is to define a suitable Bernstein blocking scheme and apply a martingale difference central limit theorem, which in combination with weak dependence conditions renders the result. The most important application of this central limit theorem is the improvement of the conditions that have to be imposed for asymptotic normality of minimization estimators.

Technical Details

RePEc Handle
repec:cup:etheor:v:13:y:1997:i:03:p:353-367_00
Journal Field
Econometrics
Author Count
1
Added to Database
2026-01-25