Statistical Inference for Estimators in a Semiparametric EV Model with Linear Process Errors and Missing Responses

Jing-Jing Zhang, Xue Yang and Jelena Nikolić

Mathematical Problems in Engineering, 2023, vol. 2023, 1-23

Abstract: This paper concentrates on the properties of estimators in a semiparametric EV model, particularly considering the effects of missing data and linear process errors according to the actual situation. The missing data are processed by three different methods: the direct deletion method, imputation (interpolation fill) method, and regression surrogate method. Also, the corresponding estimators of the slope parameter β and the nonparameter variable g⋅ are obtained. All the estimators are asymptotically normal, and the consistency rates for which can achieve on−1/6 log n. Besides, the performance of the estimators is investigated by one sample experiment.

Date: 2023
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Persistent link: https://EconPapers.repec.org/RePEc:hin:jnlmpe:2547329

DOI: 10.1155/2023/2547329

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