Asymptotic normality and strong consistency of LS estimators in the EV regression model with NA errors

In this article, the asymptotic normality and strong consistency of the least square estimators for the unknown parameters in the simple linear errors in variables model are established under the assumptions that the errors are stationary negatively associated sequences. Copyright Springer-Verlag 2013

MoreLess

Year of publication:	2013
Authors:	Miao, Yu ; Zhao, Fangfang ; Wang, Ke ; Chen, Yanping
Published in:	Statistical Papers. - Springer. - Vol. 54.2013, 1, p. 193-206
Publisher:	Springer
Subject:	EV model \| Asymptotic normality \| Strong consistency \| LS estimator \| Negatively associated sequence

Online Resource

Check full text access |

More access options

Check Google Scholar

In German libraries (KVK)

I need help

More details

Extent:	text/html
Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10010634351