BU.232.630.W6.SP25 Quiz 1

Consider the nonlinear model yt=θ xt 1 +θ zt 2 +εt where the sample data (y1,x1,z1),...,(yT,xT,zT) are i.i.d. and E(εt|xt,zt)=0. We know that the nonlinear least square estimator is asymptotically ...