Bates, Charles; White, Halbert - In: Econometric Theory 1 (1985) 02, pp. 151-178
We present a general theory of consistent estimation for possibly misspecified parametric models based on recent results of Domowitz and White. This theory extends the unification of Burguete, Gallant, and Souza by allowing for heterogeneous, time-dependent data and dynamic models. The theory is...