Abstract
The first part presents a general scheme of the consistency proof. This method can be used to prove consistency of the large class of estimators of parameters in nonlinear regression models and nonlinear simultaneous equation models. The second part utilizes this general method to demonstrate the consistency of maximum likelihood estimates of nonlinear regression models with autocorrelated errors. - from AuthorEnglish
Original language | English (US) |
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Pages (from-to) | 853-860 |
Number of pages | 8 |
Journal | Econometrica |
Volume | 48 |
Issue number | 4 |
DOIs | |
State | Published - 1980 |
ASJC Scopus subject areas
- Economics and Econometrics