SOME CONVERGENCE THEORY FOR ITERATIVE ESTIMATION PROCEDURES WITH AN APPLICATION TO SEMIPARAMETRIC ESTIMATION

We develop general conditions for rates of convergence and convergence in distribution of iterative procedures for estimating finite-dimensional parameters. An asymptotic contraction mapping condition is the centerpiece of the theory. We illustrate some of the results by deriving the limiting distri...

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Veröffentlicht in:	Econometric theory 2005-08, Vol.21 (4), p.838-863
Hauptverfasser:	Dominitz, Jeff, Sherman, Robert P.
Format:	Artikel
Sprache:	eng
Schlagworte:	Absolute value Censorship Consistent estimators Convergence Econometric models Econometrics Economic models Economic research Estimation Estimation theory Estimators Expected values Least squares Mathematical methods Mathematical models Methodology Model testing Parametric models Perceptron convergence procedure Population Prewhitening Sample size Statistical methods Studies
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