A note on the uniqueness of the quasi-likelihood estimator

George Tzavelas

Statistics & Probability Letters, 1998, vol. 38, issue 2, 125-130

Abstract: The existence and the asymptotic performance of the quasi-likelihood estimator was studied by Kagan (1976), McCullagh (1983) and Morton (1981). However, their proof do not reveal whether multiple roots may yield one or more consistent solutions. In this paper, arguing as Cramer (1946), Huzurbazar (1948) we prove that if there is a consistent quasi-likelihood estimator, then it is unique with probability tending to one.

Keywords: Consistency; Estimating; function; Uniqueness; of; quasi-likelihood; estimator (search for similar items in EconPapers)
Date: 1998
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Citations: View citations in EconPapers (1)

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