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Consistent estimation and testing in heteroscedastic polynomial errors-in-variables models

✍ Scribed by Arturo A. Z. Zavala; Heleno Bolfarine; Mário de Castro


Publisher
Springer Japan
Year
2006
Tongue
English
Weight
275 KB
Volume
59
Category
Article
ISSN
0020-3157

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A new consistent estimator for linear er
✍ S. Baran 📂 Article 📅 2001 🏛 Elsevier Science 🌐 English ⚖ 804 KB

new estimator for linear errors-in-variables models is considered that is baaed on the Fourier transform of a weight function. The consistency of the estimator is verified. Examples and simulation results are aleo presented.