Large Sample Estimation

This page is for a brief description of Chapter 36 of the book “Large Sample Estimation and Hypothesis Testing” by Whitney K. Newey and Daniel McFadden.

1. Introduction

1.1. Introduction

2. Consistency

2.1. The Basic Consistency Theorem

2.2. Identification

2.3. Uniform Convergence and Continuity

2.4. Consistency of Maximum Likelihood

2.5. Consistency of GMM

3. Asymptotic Normality

3.1. The Basic Results

3.2. Asymptotic Normality for MLE

3.3. Asymptotic Normality for GMM

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