Introduction to the Mathematical and Statistical Foundations of Econometrics

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Conditional quantile analysis when covariates are functions, with application to growth data (2012, background): “Then sup θ∈Θ |.1=n/ n∑ j=1 h.Wj , θ/−E{h.W1, θ/}| P→0, as n→∞: This is usually called the uniform weak law of large numbers, and details and proofs can be found in Jennrich (1969) and Bierens (2004) (appendix to chapter 6).”
Leader mistreatment, employee hostility, and deviant behaviors: Integrating self-uncertainty and thwarted needs perspectives on deviance (2012, methodology): “development of this procedure; see Bierens (2005), for a recent account) to test the”
Multi-scale tests for serial correlation (2015, background): “Indeed, it is a standard result (see Bierens, 2004, Theorem 5.9, page 118) that for a multivariate normal n-dimensional vector X and a non-singular n × n matrix Σ , XTΣ−1X is distributed as a χ2n .”