Asymptotic normality and strong consistency of LS estimators in the EV regression model with NA errors

Yu Miao (), Fangfang Zhao (), Ke Wang () and Yanping Chen ()

Statistical Papers, 2013, vol. 54, issue 1, 193-206

Abstract: In this article, the asymptotic normality and strong consistency of the least square estimators for the unknown parameters in the simple linear errors in variables model are established under the assumptions that the errors are stationary negatively associated sequences. Copyright Springer-Verlag 2013

Keywords: EV model; Asymptotic normality; Strong consistency; LS estimator; Negatively associated sequence; 62F12; 60F05 (search for similar items in EconPapers)
Date: 2013
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Citations: View citations in EconPapers (7)

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DOI: 10.1007/s00362-011-0418-x

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