✦ LIBER ✦

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

✍ Scribed by Jinhong You; Xian Zhou; Lixing Zhu; Bin Zhou

Publisher: Springer-Verlag
Year: 2009
Tongue: English
Weight: 269 KB
Volume: 52
Category: Article
ISSN: 0932-5026
DOI: 10.1007/s00362-009-0227-7

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Minimum distance estimation in linear re

Minimum distance estimation in linear regression with unknown error distributions

✍ Hira L. Koul 📂 Article 📅 1985 🏛 Elsevier Science 🌐 English ⚖ 488 KB

On estimating and testing in a linear re

On estimating and testing in a linear regression model with autocorrelated errors

✍ Kazuhiro Ohtani 📂 Article 📅 1990 🏛 Elsevier Science 🌐 English ⚖ 840 KB

Parameter estimation in regression model

Parameter estimation in regression models with errors in the variables and autocorrelated disturbances

✍ Marcel G Dagenais 📂 Article 📅 1994 🏛 Elsevier Science 🌐 English ⚖ 934 KB

Minimum distance estimation in linear mo

Minimum distance estimation in linear models with long-range dependent errors

✍ Kanchan Mukherjee 📂 Article 📅 1994 🏛 Elsevier Science 🌐 English ⚖ 592 KB

Estimation of nonlinear errors-in-variab

Estimation of nonlinear errors-in-variables models: a simulated minimum distance estimator

✍ Tong Li 📂 Article 📅 2000 🏛 Elsevier Science 🌐 English ⚖ 75 KB

Hsiao (1989, J. Econometrics 41, 159-185) proposes a minimum distance estimator in estimating the structural nonlinear errors-in-varaibles models. We propose a simulated minimum distance estimator that is consistent and resolves the computational di culty involved in the minimum distance estimator.

Parameter estimation in a regression mod

Parameter estimation in a regression model with random coefficient autoregressive errors

✍ Sun Young Hwang; I.V. Basawa 📂 Article 📅 1993 🏛 Elsevier Science 🌐 English ⚖ 895 KB