Hostname: page-component-cd9895bd7-dzt6s Total loading time: 0 Render date: 2024-12-27T18:20:04.788Z Has data issue: false hasContentIssue false

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

Image of the first page of this content. For PDF version, please use the ‘Save PDF’ preceeding this image.'
Type
Other
Copyright
Copyright © Cambridge University Press 1988 

Access options

Get access to the full version of this content by using one of the access options below. (Log in options will check for institutional or personal access. Content may require purchase if you do not have access.)

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