Non-Existence of the First Moment of the Adjusted Least Squares Estimator in Multivariate Errors-in-Variables Model

Chi-Lun Cheng and Alexander Kukush ()

Metrika: International Journal for Theoretical and Applied Statistics, 2006, vol. 64, issue 1, 46 pages

Keywords: Adjusted least squares; Equation error model; Functional model; Infinite first moment; Linear multivariate error-in-variables model; Structural model; 62J05; 62H12; 62H10 (search for similar items in EconPapers)
Date: 2006
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Citations: View citations in EconPapers (7)

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DOI: 10.1007/s00184-006-0029-z

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