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Asymptotic Properties of One-step Estimator Obtained from an Optimal Step-size

Published online by Cambridge University Press:  18 October 2010

Whitney K. Newey*
Affiliation:
Princeton University.

Abstract

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Type
Other
Copyright
Copyright © Cambridge University Press 1988 

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References

REFERENCES

1. Berndt, E.K., Hall, B.H., Hall, R.E. & Hausman, J.A.. Estimation and inference in nonlinear structural models. Annals of Economic and Social Measurement 3 (1974): 653665.Google Scholar
2. Newey, W.K. Maximum likelihood stepsize and the one-step theorem. Princeton University, Econometric Research Program Memorandum No. 308, 1983.Google Scholar