Weighted denoised minimum distance estimation in a regression model with autocorrelated measurement errors

Jinhong You (), Xian Zhou, Lixing Zhu and Bin Zhou

Statistical Papers, 2011, vol. 52, issue 2, 263-286

Keywords: Measurement errors; Denoised minimum distance estimation; Autoregressive process; Auxiliary variable; Asymptotic normality; Primary 62H12; Secondary 62A10 (search for similar items in EconPapers)
Date: 2011
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DOI: 10.1007/s00362-009-0227-7

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