Nonlinear Methods for Econometrics

Ariel Pakes Yale University Oliver Linton The London School of Economics

March 16, 2001

Contents

0.1 Notation
1 Ingredients of the Basic Parametric Problem
2 The Consistency Argument
3 Uniform Laws of Large Numbers (ULLN)
4 Consistency Without Uniformity Conditions
5 Asymptotic Normality
6 Further Stochastic Equicontinuity Results
7 Two-Step Estimators
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