Newey, Whitney K.; McFadden, Daniel - In: Handbook of econometrics : volume 4, (pp. 2111-2245). 1994
Asymptotic distribution theory is the primary method used to examine the properties of econometric estimators and tests. We present conditions for obtaining cosistency and asymptotic normality of a very general class of estimators (extremum estimators). Consistent asymptotic variance estimators...