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On Consistency and Inconsistency of Estimating Equations

Martin Crowder

Econometric Theory, 1986, vol. 2, issue 3, 305-330

Abstract: The primary concern is to establish a fairly general framework in which estimators resulting from estimating equations gnθ = 0 are not consistent. This leads on to consistency by an intuitive route. Asymptotic distributions of consistent estimators are also touched upon, and the results are applied to various examples.

Date: 1986
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Citations: View citations in EconPapers (10)

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