Some limit behaviors for the LS estimator in simple linear EV regression models

Yu Miao, Ke Wang and Fangfang Zhao

Statistics & Probability Letters, 2011, vol. 81, issue 1, 92-102

Abstract: In the present paper, we study the simple linear errors in variables (EV) model: [eta]i=[theta]+[beta]xi+[epsilon]i,[xi]i=xi+[delta]i, with i.i.d. errors . The consistency and asymptotic normality for the LS estimators and of the unknown parameters [beta],[theta] are obtained, which weaken some known conditions and improve some known results. Finally, the large deviation principle for and are given under the assumptions that ([epsilon]i,[delta]i) possess normal distributions.

Keywords: Simple; linear; EV; model; LS; estimators; Consistency; Asymptotic; normality; Large; deviation; principle (search for similar items in EconPapers)
Date: 2011
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Citations: View citations in EconPapers (7)

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