Asymptotic theory of least squares estimator of a particular nonlinear regression model

Debasis Kundu

Statistics & Probability Letters, 1993, vol. 18, issue 1, 13-17

Abstract: The consistency and asymptotic normality of the least squares estimator are derived for a particular non-linear regression model, which does not satisfy the standard sufficient conditions of Jennrich (1969) or Wu (1981), under the assumption of normal errors.

Keywords: Consistency; least; squares; estimator; non-linear; regression (search for similar items in EconPapers)
Date: 1993
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Citations: View citations in EconPapers (5)

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