Many asymptotic problems in econometrics can be formulated in terms of empirical processes; and some long-standing problems have been successfully attacked using such techniques. This research will explore the binary choice model and its generalizations by drawing on both empirical process theory and theory for convergence of experiments. Work on functional central limit theorems for dependent variables should also extend the applicability of this approach to a wider class of semiparametric models of great interest in econometrics. This research will produce advances in each of the fields of probability, statistics and econometrics.
