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Consistency Via Type 2 Inequalities: A Generalization Of Wu'S Theorem

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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.
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  • Zaman, A., 1989. "Consistency Via Type 2 Inequalities: A Generalization Of Wu'S Theorem," Papers fb-_89-04, Columbia - Graduate School of Business.
    • Handle: RePEc:fth:colubu:fb-_89-04
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    econometrics;

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