关于估计方程的一致性与非一致性

On Consistency and Inconsistency of Estimating Equations

Econometric Theory · 1986
被引 135 · 同刊同年前 5%
人大 A-ABS 4

中文导读

建立了一个通用框架,探讨由估计方程得到的估计量何时不一致,并直观地引出一致性条件,还涉及一致估计量的渐近分布,通过多个例子说明。

Abstract

The primary concern is to establish a fairly general framework in which estimators resulting from estimating equations g nθ = 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.

估计方程不一致性一致性渐近分布