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

Asad Zaman

Econometric Theory, 1989, vol. 5, issue 2, 272-286

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.

Date: 1989
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Working Paper: CONSISTENCY VIA TYPE 2 INEQUALITIES: A GENERALIZATION OF WU'S THEOREM (1989)
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