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On Consistency and Inconsistency of Estimating Equations

Published online by Cambridge University Press:  18 October 2010

Martin Crowder
Martin Crowder
Affiliation:
Surrey University
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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.

Type
Articles
Information
Econometric Theory , Volume 2 , Issue 3 , December 1986 , pp. 305 - 330
Copyright
Copyright © Cambridge University Press 1986

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