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

B-Tier
Journal: Econometric Theory
Year: 1989
Volume: 5
Issue: 2
Pages: 272-286

Score contribution per author:

2.011 = (α=2.01 / 1 authors) × 1.0x B-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

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.

Technical Details

RePEc Handle
repec:cup:etheor:v:5:y:1989:i:02:p:272-286_01
Journal Field
Econometrics
Author Count
1
Added to Database
2026-01-29