Asymptotic for LS Estimators in the EV Regression Model for Dependent Errors

Konrad Furmanczyk


We study consistency and asymptotic normality of LS estimators
in the EV (errors in variables) regression model under weak dependent
errors that involve a wide range of linear and nonlinear time series. In
our investigations we use a functional dependence measure of Wu [16].
Our results without mixing conditions complete the known asymptotic
results for independent and dependent data obtained by Miao et al.

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