Asymptotics for Semiparametric Econometric Models: II. Stochastic Equicontinuity and Nonparametric Kernel Estimation

@inproceedings{Andrews1989AsymptoticsFS,
  title={Asymptotics for Semiparametric Econometric Models: II. Stochastic Equicontinuity and Nonparametric Kernel Estimation},
  author={Donald W. K. Andrews},
  year={1989}
}
This paper presents several stochastic equicontinuity results that are useful for establishing the asymptotic properties of estimators and tests in parametric, semiparametric, and nonparametric econometric models. In particular, they can be applied straightforwardly in the estimation and testing results of Andrews (1989b). The paper takes various stochastic equicontinuity results from the probability literature, which rely on entropy conditions of one sort or another, and provides primitive… CONTINUE READING