Mathematical Sciences: Applications of Empirical Processes To Statistics and Econometrics

数学科学：实证过程在统计学和计量经济学中的应用

• 批准号: 9102286
• 负责人: David Pollard
• 金额: $ 20.36万
• 依托单位: Yale University
• 依托单位国家: 美国
• 项目类别: Continuing Grant
• 财政年份: 1991
• 资助国家: 美国
• 起止时间: 1991-07-01 至 1994-12-31
• 项目状态: 已结题
• 来源: https://www.nsf.gov/awardsearch/showAward?AWD_ID=9102286&HistoricalAwards=false
• 关键词: Mathematical; Sciences; Applications; Empirical; Processes

Many asymptotic problems in econometrics can be formulated in terms of empirical processes; and some long-standing problems have been successfully attacked using such techniques. This research will explore the binary choice model and its generalizations by drawing on both empirical process theory and theory for convergence of experiments. Work on functional central limit theorems for dependent variables should also extend the applicability of this approach to a wider class of semiparametric models of great interest in econometrics. This research will produce advances in each of the fields of probability, statistics and econometrics.

计量经济学中的许多渐近问题可以用经验过程来表述；一些长期存在的问题已经成功地利用这些技术解决了。本研究将通过借鉴经验过程理论和实验收敛理论来探讨二元选择模型及其推广。因变量的泛函中心极限定理的研究也应该将这种方法的适用性扩展到计量经济学中更广泛的半参数模型。这项研究将在概率论、统计学和计量经济学的各个领域产生进展。