非线性随机解释变量参数估计的正态性

THE NORMALITY ON THE NLLS ESTIMATOR FOR NONLINEAR STOCHASTIC EXPLANATORY VARIABLES ECONOMETRIC MODEL

在有关已发表的论文的基础上,给出非线性随机解释变量经济计量模型参数NLLS估计的渐近标准正态性的条件.

We give the conditions for the normality of the nonlinear least squares estimator（NLLS estimator）of the y=f（x,θ0）＋E where x is stochastic and f is nonlinear.