Consistency Via Type 2 Inequalities: A Generalization of Wu's Theorem

Wu introduced a new technique for proving consistency of least-squares estimators in nonlinear regression. This paper extends his results in three directions. First, we consider the minimization of arbitrary functions (M-estimators instead of least squares). Second, we use an improved type 2 inequality. Third, an extension of Kronecker's lemma yields a more powerful result.

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Year of publication:	1989
Authors:	Zaman, Asad
Published in:	Econometric Theory. - Cambridge University Press. - Vol. 5.1989, 02, p. 272-286
Publisher:	Cambridge University Press
Description of contents:	Abstract [journals.cambridge.org]

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10008739853