New Perspectives in Econometric Theory, Vol. 2 Book

	Acknowledgements
	Introduction
1	A Heteroskedasticity-Consistent Covariance Matrix Estimator and A Direct Test for Heteroskedasticity	3
2	A Note on Computing the Heteroskedasticity Consistent Covariance Matrix Using Instrumental Variable Techniques	26
3	Some Heteroskedasticity-Consistent Covariance Matrix Estimators with Improved Finite Sample Properties	31
4	Adaptive Efficient Weighted Least Squares with Dependent Observations	53
5	Nonlinear Regression on Cross-Section Data	83
6	Nonlinear Regression with Dependent Observation	110
7	Adaptive Learning with Nonlinear Dynamics Driven by Dependent Processes	130
8	A Convergence Result for Learning in Recurrent Neural Networks	159
9	Some Results on Sieve Estimation with Dependent Observations	181
10	Nonparametric Adaptive Learning with Feedback	217
11	Instrumental Variables Regression with Independent Observations	253
12	Instrumental Variables Analogs of Generalized Least Squares Estimators	271
13	A Unified Theory of Consistent Estimation for Parametric Models	327
14	Determination of Estimators with Minimum Asymptotic Covariance Matrices	356
15	Efficient Instrumental Variables Estimation of Systems of Implicit Heterogeneous Nonlinear Dynamic Equations with Nonspherical Errors	373
16	Some Measurability Results for Extrema of Random Functions over Random Sets	399
17	Laws of Large Numbers for Hilbert Space-Valued Mixingales with Applications	420
18	Some Invariance Principles and Central Limit Theorems for Dependent Heterogeneous Processes	442
19	Central Limit Theorems for Dependent Heterogeneous Processes with Trending Moments	464
20	Central Limit and Functional Central Limit Theorems for Hilbert-Valued Dependent Heterogeneous Arrays with Applications	482
	Name index	509