The large sample properties of the solutions of general estimating equations

This paper develops the large sample properties of the solutions of the general estimating equations which are unbiased or asymptotically unbiased or with nuisance parameters for correlated data. The authors do not make the assumption that the estimating equations come from some objective function when we establish the large sample properties of the solutions. So these results extend the work of Newey and McFadden (1994) and are more widely applicable. Furthermore, we provide some examples to justify the importance of our work.