Jenish Nazgul, Prucha Ingmar R
Department of Economics, New York University, 19 W. 4th Street, 6FL, New York, NY 10012.
J Econom. 2009 May;150(1):86-98. doi: 10.1016/j.jeconom.2009.02.009.
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.
在过去几十年里，空间相互作用模型在经济学中得到了越来越广泛的应用。然而，由于缺乏相关的中心极限定理（CLT）、一致大数定律（ULLN）和逐点大数定律（LLN），非线性空间模型充分通用的渐近理论的发展受到了阻碍。这些极限定理是发展M估计量渐近理论的基本组成部分，包括最大似然估计量和广义矩估计量。本文为空间过程或随机场建立了一个中心极限定理、一致大数定律和逐点大数定律，这些定理应该适用于广泛的数据过程。
