IDEAS home Printed from https://ideas.repec.org/a/cup/etheor/v2y1986i03p305-330_01.html
   My bibliography  Save this article

On Consistency and Inconsistency of Estimating Equations

Author

Listed:
  • Crowder, Martin

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.

Suggested Citation

  • Crowder, Martin, 1986. "On Consistency and Inconsistency of Estimating Equations," Econometric Theory, Cambridge University Press, vol. 2(3), pages 305-330, December.
    • Handle: RePEc:cup:etheor:v:2:y:1986:i:03:p:305-330_01
    as

    Download full text from publisher

    File URL: https://www.cambridge.org/core/product/identifier/S0266466600011646/type/journal_article
    File Function: link to article abstract page
    Download Restriction: no
    ---><---

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Bera, Anil K. & Bilias, Yannis, 2002. "The MM, ME, ML, EL, EF and GMM approaches to estimation: a synthesis," Journal of Econometrics, Elsevier, vol. 107(1-2), pages 51-86, March.
    2. Gaetano Iaquinta & Fabio Lamantia & Ivar Massabò & Sergio Ortobelli, 2009. "Moment based approaches to value the risk of contingent claim portfolios," Annals of Operations Research, Springer, vol. 165(1), pages 97-121, January.
    3. Elizabeth A. Sugar & Ching-Yun Wang & Ross L. Prentice, 2007. "Logistic Regression with Exposure Biomarkers and Flexible Measurement Error," Biometrics, The International Biometric Society, vol. 63(1), pages 143-151, March.
    4. Michaela Prokešová & Eva Jensen, 2013. "Asymptotic Palm likelihood theory for stationary point processes," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 65(2), pages 387-412, April.
    5. Martin Crowder, 2011. "Estimating functions for repeated measures with incidental parameters," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 63(3), pages 535-558, June.
    6. Hui Huang & Xiaomei Ma & Rasmus Waagepetersen & Theodore R. Holford & Rong Wang & Harvey Risch & Lloyd Mueller & Yongtao Guan, 2014. "A New Estimation Approach for Combining Epidemiological Data From Multiple Sources," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 109(505), pages 11-23, March.
    7. Akim Adekpedjou & Sophie Dabo‐Niang, 2021. "Semiparametric estimation with spatially correlated recurrent events," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 48(4), pages 1097-1126, December.
    8. Samuel D. Oman & Victoria Landsman & Yohay Carmel & Ronen Kadmon, 2007. "Analyzing Spatially Distributed Binary Data Using Independent-Block Estimating Equations," Biometrics, The International Biometric Society, vol. 63(3), pages 892-900, September.
    9. Huggins, Richard, 1996. "On the identifiability of measurement error in the bifurcating autoregressive model," Statistics & Probability Letters, Elsevier, vol. 27(1), pages 17-23, March.
    10. Oliver Grothe, 2012. "A higher order correlation unscented Kalman filter," Papers 1207.4300, arXiv.org.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:cup:etheor:v:2:y:1986:i:03:p:305-330_01. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Kirk Stebbing (email available below). General contact details of provider: https://www.cambridge.org/ect .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.