✦ LIBER ✦

Asymptotic distribution of least squares estimator and a test statistic in linear regression models

✍ Scribed by M.S. Srivastava; V.K. Srivastava

Book ID: 116099939
Publisher: Elsevier Science
Year: 1986
Tongue: English
Weight: 228 KB
Volume: 21
Category: Article
ISSN: 0165-1765
DOI: 10.1016/0165-1765(86)90060-1

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

A paradox in least-squares estimation of

A paradox in least-squares estimation of linear regression models

✍ Z.D. Bai; Meihui Guo 📂 Article 📅 1999 🏛 Elsevier Science 🌐 English ⚖ 97 KB

This note considers a paradox arising in the least-squares estimation of linear regression models in which the error terms are assumed to be i.i.d. and possess ÿnite rth moment, for r ∈ [1; 2). We give a concrete example to show that the least-squares estimator of the slope parameter is inconsistent

Asymptotic theory of least squares estim

Asymptotic theory of least squares estimator in a nonregular nonlinear regression model

✍ B.L.S.Prakasa Rao 📂 Article 📅 1985 🏛 Elsevier Science 🌐 English ⚖ 251 KB

Limit distributions of least squares est

Limit distributions of least squares estimators in linear regression models with vague concepts

✍ Volker Krätschmer 📂 Article 📅 2006 🏛 Elsevier Science 🌐 English ⚖ 350 KB

An asymptotic theory for semiparametric

An asymptotic theory for semiparametric generalized least squares estimation in partially linear regression models

✍ Gemai Chen; Jinhong You 📂 Article 📅 2005 🏛 Springer-Verlag 🌐 English ⚖ 768 KB

The asymptotic behaviour of the estimate

The asymptotic behaviour of the estimated generalized least squares method in the linear regression model

✍ B.B. Van Der Genugten 📂 Article 📅 1983 🏛 John Wiley and Sons 🌐 English ⚖ 456 KB

The exact distribution of a least square

The exact distribution of a least squares regression coefficient estimator after a preliminary t-test

✍ David E.A. Giles; Virendra K. Srivastava 📂 Article 📅 1993 🏛 Elsevier Science 🌐 English ⚖ 368 KB