Generic Uniform Convergence and Equicontinuity Concepts for Random Functions: An Exploration of the Basic Structure
Benedikt M. Poetscher and Ingmar Prucha
,
2
(
60
)
Journal of Econometrics
23-63
February
1994
JE60(1994).pdf2.56 MB
Abstract
Equicontinuity-type concepts for random functions, which are important for establishing convergence results for such functions, have increasingly been used in the econometrics literature. In this paper we define and discuss various equicontinuity-type concepts for random functions and employ those concepts to provide sufficient conditions for uniform convergence and, in particular, for uniform laws of large numbers.