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

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  • Zaman, Asad

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.

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  • Zaman, Asad, 1989. "Consistency Via Type 2 Inequalities: A Generalization of Wu's Theorem," Econometric Theory, Cambridge University Press, vol. 5(2), pages 272-286, August.
    • Handle: RePEc:cup:etheor:v:5:y:1989:i:02:p:272-286_01
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