Basic structure of the asymptotic theory in dynamic nonlineaerco nometric models, part i: consistency and approximation concepts
本文是两篇系列论文的第一篇，讨论动态非线性模型中M估计量渐近理论的基本结构，重点介绍一致性和一致大数定律，并发展了一个适用于相依和异质过程的大数定律新框架。
This is the first of two papers that provide an expository discussion of the basic structure of the asymptotic theory of M-estimators in dynamic nonlinear models and a revlew of the literature. In this paper we discuss consistency,uniform laws of large numbers and develop a new framework for laws of large numbers for dependent and heterogeneous processes, encompassing the theory of stochastically stable as well as near epoch dependent processes. This framework results in simplified catalogues of sufficient conditions for consistency. The second paper, Potscher and Prucha (1990b), deals with asymptotic distribution theory.