Consistency and Asymptotic Normality

Question 1

State the four assumptions needed for the General Consistency Theorem to hold.

Answer 1

Question 2

State the four assumptions for the General Asymptotic Normality Theorem to hold.

Answer 2

Question 3

What is the objective function of NLLS?

Answer 3

Question 4

What are the four primitive conditions used to show consistency of NLLSE. How do you use them?

Answer 4

Question 5

What are the four primitive conditions used to show consistency of ML. How do you use them?

Answer 5

Question 6

What is the objective function of ML?

Answer 6

Question 7

What are the four primitive conditions used to show consistency of GMM. How do you use them?

Answer 7

Question 8

What is the objective function of GMM?

Answer 8

Question 9

What are the four primitive conditions used to show asymptotic normality of NLLSE. How do you use them?

Answer 9

Slides 43 to 48

Question 10

What are the four primitive conditions used to show asymptotic normality of MLE. How do you use them?

Answer 10

Slides 51 to 53

Question 11

What are the four primitive conditions used to show asymptotic normality of GMME. How do you use them?

Answer 11

Slides 56 to 59