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

Published online by Cambridge University Press:  18 October 2010

Asad Zaman
Asad Zaman
Affiliation:
Columbia University
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Abstract

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.

Type
Articles
Information
Econometric Theory , Volume 5 , Issue 2 , August 1989 , pp. 272 - 286
Copyright
Copyright © Cambridge University Press 1989

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