Chapter 8 Flashcards
1
Q
What is the definition of a Asymptotically Normal Estimator?
A
1
Q
How is (generally) asymptotic normality derived?
A
2
Q
To what does the second derivative of the criterion function converge?
A
3
Q
What is the Asymptotic normality of extremum estimators Theorem? What are the three criteria?
A
4
Q
How can the unfrom convergence of the criterion function be established?
A
5
Q
What is the Asymptotic normality of M-estimators Theorem? (Name three assumptions)
A
6
Q
What is the Simple moments for asymptotic normality Theorem?
A
7
Q
What happens to estimating the asymptotic variance when a model is not correctly specified?
A
8
Q
What is the Central Limit Theorem for the Lp-Approximable Score?
A
9
Q
A
