论文信息 - Asymptotic properties of an estimator in nonlinear functional errors-in-variables models

Asymptotic properties of an estimator in nonlinear functional errors-in-variables models

Nonlinear functional errors-in-variables models with error terms satisfying mixing conditions are studied. It is pointed out that under certain conditions the least-squares estimator of regression parameters is not consistent. An alternative estimator for regression parameters is proposed. The consistency of the alternative estimator is established.

Alexander Kukush | István Fazekas

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