entiable function. Show that, if is asymptotically more efficient than 0, then y g(0) is asymptotically efficient relative to y g(0).

Microeconomic Theory
12th Edition
ISBN:9781337517942
Author:NICHOLSON
Publisher:NICHOLSON
Chapter2: Mathematics For Microeconomics
Section: Chapter Questions
Problem 2.10P
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3.9. Let Ô and Ö be two consistent, N-asymptotically normal estimators of the
Px1 parameter vector 0, with Avar VN(0 – 0) = Vị and Avar VN(0- 0) = V2.
Define a Q x 1 parameter vector by y = g(0), where g(-) is a continuously differ-
entiable function. Show that, if ô is asymptotically more efficient than 6, then =
g(0) is asymptotically efficient relative to y g(0).
Transcribed Image Text:3.9. Let Ô and Ö be two consistent, N-asymptotically normal estimators of the Px1 parameter vector 0, with Avar VN(0 – 0) = Vị and Avar VN(0- 0) = V2. Define a Q x 1 parameter vector by y = g(0), where g(-) is a continuously differ- entiable function. Show that, if ô is asymptotically more efficient than 6, then = g(0) is asymptotically efficient relative to y g(0).
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