“Consistency Via Type 2 Inequalities: A Generalization of Wu's Theorem,” Econometric Theory, Vol. 5, pp. 272-286, 1989.
ABSTRACT
Wu [26] 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
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