, which leads to weak convergence of the test statistic to the supreme of a Gaussian process.In simulations we show that the …

The convergence of estimators, e.g. maximum likelihood estimators, for increasing sample size is well understood in … many cases. However, even when the rate of convergence of the estimator is known, practical application is hampered by the … convergence of the estimator itself with the analysis of the convergence of stochastic optimization algorithms, e.g. threshold …

Unit root in output, an exponential 2% rate of convergence and no change in the underlying dynamics of output seem to …-sectional heterogeneity. We show both theoretically, with an aggregation result, and empirically how the uniform 2% rate of convergence …

Unit roots in output, an exponential 2% rate of convergence and no change in the underlying dynamics of output seem to … uniform (conditional and unconditional) convergence suit first step approximation. We show both theoretically and empirically … how the uniform 2% rate of convergence repeatedly found in the empirical literature is the outcome of an underlying …