Strong consistency of least squares estimates in multiple regression II

The strong consistency of least squares estimates in multiple regression models is established under minimal assumptions on the design and weak dependence and moment restrictions on the errors.

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Year of publication:	1979
Authors:	Lai, T. L. ; Robbins, Herbert ; Wei, C. Z.
Published in:	Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 9.1979, 3, p. 343-361
Publisher:	Elsevier
Keywords:	Multiple regression strong consistency martingale difference sequence weakly multiplicative sequence generalized inverse

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005221422