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Basic Structure of the Classical Consistency Proof

  • Benedikt M. Pötscher
  • Ingmar R. Prucha
Chapter

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.

Keywords

Objective Function Identifiable Uniqueness True Parameter Nuisance Parameter Unique Minimizer 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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Copyright information

© Springer-Verlag Berlin Heidelberg 1997

Authors and Affiliations

  • Benedikt M. Pötscher
    • 1
  • Ingmar R. Prucha
    • 2
  1. 1.Department of Statistics, Operations Research and Computer ScienceUniversity of ViennaViennaAustria
  2. 2.Department of EconomicsUniversity of Maryland at College ParkCollege ParkUSA

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