Abstract
In this chapter we describe the structure of the consistency proof for Mestimators in nonlinear econometric models as it has evolved from Jennrich (1969) and Malinvaud (1970). We shall refer to this proof as the classical consistency proof. The basic ideas date back to Doob (1934), Wald (1949) and LeCam (1953). The consistency proofs in the articles on asymptotic inference in nonlinear econometric models listed in Chapter 1 all share this common structure.
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© 1997 Springer-Verlag Berlin Heidelberg
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Pötscher, B.M., Prucha, I.R. (1997). Basic Structure of the Classical Consistency Proof. In: Dynamic Nonlinear Econometric Models. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-662-03486-6_3
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DOI: https://doi.org/10.1007/978-3-662-03486-6_3
Publisher Name: Springer, Berlin, Heidelberg
Print ISBN: 978-3-642-08309-9
Online ISBN: 978-3-662-03486-6
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