非线性随机解释变量模型参数估计的相合性

THE CONSISTENCY OF THE NLLS ESTIMATORS IN THE ECONOMETRIC MODEL FOR THE NONLINEAR STOCHASTIC EXPLANATORY VARIABLES

在文 [1]的基础上 ,给出非线性随机解释变量经济计量模型参数NLLS估计具有相合性的条件 ,它是文[3]中定理 2 2 8及文 [4]中定理 1 3的推广 .

We give the conditions for the consistency of the nonlinear least squares estimator(NLLS estimator) of the model y=f(x,θ 0)+ε where x is stochastic and f is nonlinear.