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On Consistency and Inconsistency of Estimating Equations

Published online by Cambridge University Press:  18 October 2010

Martin Crowder
Martin Crowder
Affiliation:
Surrey University
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Abstract

The primary concern is to establish a fairly general framework in which estimators resulting from estimating equations gnθ = 0 are not consistent. This leads on to consistency by an intuitive route. Asymptotic distributions of consistent estimators are also touched upon, and the results are applied to various examples.

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Type
Articles
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Econometric Theory , Volume 2 , Issue 3 , December 1986 , pp. 305 - 330
Copyright
Copyright © Cambridge University Press 1986

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