On Consistency and Inconsistency of Estimating Equations
- 1 December 1986
- journal article
- research article
- Published by Cambridge University Press (CUP) in Econometric Theory
- Vol. 2 (3), 305-330
- https://doi.org/10.1017/s0266466600011646
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.Keywords
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