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Root-n-consistent Estimation in Partial Linear Models with Long-memory Errors

โœ Scribed by Jan Beran; Sucharita Ghosh


Book ID
108536016
Publisher
John Wiley and Sons
Year
1998
Tongue
English
Weight
327 KB
Volume
25
Category
Article
ISSN
0303-6898

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This paper discusses the problem of estimating a subset of parameters when the complementary subset is possibly redundant, in a linear regression model when the errors are generated from a long-memory process. Such a model arises due to the overmodelling of a situation involving long-memory data. Al