{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2026,10,2]],"date-time":"2026-10-02T00:10:06Z","timestamp":1790899806511,"version":"4.1.0"},"reference-count":21,"publisher":"Cambridge University Press (CUP)","issue":"2","license":[{"start":{"date-parts":[[2009,2,11]],"date-time":"2009-02-11T00:00:00Z","timestamp":1234310400000},"content-version":"unspecified","delay-in-days":4638,"URL":"https:\/\/www.cambridge.org\/core\/terms"}],"content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":["Econom. Theory"],"published-print":{"date-parts":[[1996,6]]},"abstract":"<jats:p>This paper establishes stochastic equicontinuity for classes of mixingales. Attention is restricted to Lipschitz-continuous parametric functions. Unlike some other empirical process theory for dependent data, our results do not require bounded functions, stationary processes, or restrictive dependence conditions. Applications are given to martingale difference arrays, strong mixing arrays, and near-epoch dependent arrays.<\/jats:p>","DOI":"10.1017\/s0266466600006629","type":"journal-article","created":{"date-parts":[[2009,3,10]],"date-time":"2009-03-10T15:41:30Z","timestamp":1236699690000},"page":"347-359","source":"Crossref","is-referenced-by-count":26,"title":["Stochastic Equicontinuity for Unbounded Dependent Heterogeneous Arrays"],"prefix":"10.1017","volume":"12","author":[{"given":"Bruce E.","family":"Hansen","sequence":"first","affiliation":[],"role":[{"vocabulary":"crossref","role":"author"}]}],"member":"56","published-online":{"date-parts":[[2009,2,11]]},"reference":[{"key":"S0266466600006629_ref005","doi-asserted-by":"publisher","DOI":"10.2307\/1403549"},{"key":"S0266466600006629_ref008","unstructured":"Doukhan, P., Massart P. , & Rio E. (1996) Invariance principles for absolutely regular empirical processes. Annales de 1'lnstitut H. Poincare, forthcoming."},{"key":"S0266466600006629_ref009","volume-title":"A Unified Theory of Estimation and Inference for Nonlinear Dynamic Models.","author":"Gallant","year":"1988"},{"key":"S0266466600006629_ref013","unstructured":"Hansen B.E. (19%) Inference when a nuisance parameter is not identified under the null hypothesis. Econometrica, forthcoming."},{"key":"S0266466600006629_ref003","doi-asserted-by":"publisher","DOI":"10.1080\/07474939308800261"},{"key":"S0266466600006629_ref014","doi-asserted-by":"publisher","DOI":"10.1137\/1107036"},{"key":"S0266466600006629_ref017","doi-asserted-by":"publisher","DOI":"10.1214\/aop\/1176996269"},{"key":"S0266466600006629_ref019","doi-asserted-by":"publisher","DOI":"10.1007\/BFb0061891"},{"key":"S0266466600006629_ref012","unstructured":"Hansen B.E. (1993) Inference in Threshold Models. Working paper, Boston College."},{"key":"S0266466600006629_ref007","unstructured":"de Jong R.M. (1993) Stochastic Equicontinuity for Unbounded Mixing Processes. Working paper, Free University Amsterdam."},{"key":"S0266466600006629_ref001","doi-asserted-by":"publisher","DOI":"10.1017\/S0266466600013396"},{"key":"S0266466600006629_ref016","unstructured":"Massart P. (1988) Invariance Principles for Empirical Processes: The Weakly Dependent Case, ch. 1. Ph.D. dissertation, University of Paris."},{"key":"S0266466600006629_ref020","doi-asserted-by":"crossref","DOI":"10.1214\/cbms\/1462061091","volume-title":"Empirical Processes: Theory and Applications. CBMS Conference Series in Probability and Statistics","author":"Pollard","year":"1990"},{"key":"S0266466600006629_ref002","doi-asserted-by":"publisher","DOI":"10.1016\/0047-259X(91)90039-5"},{"key":"S0266466600006629_ref004","doi-asserted-by":"publisher","DOI":"10.2307\/2951753"},{"key":"S0266466600006629_ref006","doi-asserted-by":"publisher","DOI":"10.1007\/BF02213360"},{"key":"S0266466600006629_ref010","volume-title":"Martingale Limit Theory and Its Applications.","author":"Hall","year":"1980"},{"key":"S0266466600006629_ref011","doi-asserted-by":"publisher","DOI":"10.1017\/S0266466600004412"},{"key":"S0266466600006629_ref015","doi-asserted-by":"publisher","DOI":"10.1007\/BF01054016"},{"key":"S0266466600006629_ref018","first-page":"843","article-title":"Invariance principles for sums of mixing random elements and the multi-variate empirical process","volume":"36","author":"Philipp","year":"1982","journal-title":"Colloquia Mathematica Societatis Jdnos Bolyai"},{"key":"S0266466600006629_ref021","doi-asserted-by":"publisher","DOI":"10.2307\/1403678"}],"container-title":["Econometric Theory"],"original-title":[],"language":"en","link":[{"URL":"https:\/\/www.cambridge.org\/core\/services\/aop-cambridge-core\/content\/view\/S0266466600006629","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2021,10,3]],"date-time":"2021-10-03T00:08:59Z","timestamp":1633219739000},"score":1,"resource":{"primary":{"URL":"https:\/\/www.cambridge.org\/core\/product\/identifier\/S0266466600006629\/type\/journal_article"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[1996,6]]},"references-count":21,"journal-issue":{"issue":"2","published-print":{"date-parts":[[1996,6]]}},"alternative-id":["S0266466600006629"],"URL":"https:\/\/doi.org\/10.1017\/s0266466600006629","relation":{},"ISSN":["0266-4666","1469-4360"],"issn-type":[{"value":"0266-4666","type":"print"},{"value":"1469-4360","type":"electronic"}],"subject":[],"published":{"date-parts":[[1996,6]]}}}