On the Consistency of Nonlinear FIML
AbstractExamples are given which show that:(i) normality is not Necessary for the consistency of the quasi maximum likelihood estimator in the nonlinear simultaneous equations model (nonlinear FIML) even when there are major departures from linearity; and (ii) the lemma which is used extensively by Amemiya  in the theoretical development of the properties of nonlinear FIML under the assumption of normality is, as presently stated, incorrect.
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Bibliographic InfoArticle provided by Econometric Society in its journal Econometrica.
Volume (Year): 50 (1982)
Issue (Month): 5 (September)
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