Asymptotic Normality of LS Estimators in the Simple Linear EV Regression Model with PA Errors

DOI10.1080/03610926.2011.573163zbMath1258.62024MaRDI QIDQ4904687

Qing Long Yang

Publication date: 31 January 2013

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2011.573163

zbMATH Keywords

LS estimator; EV model; positively associated sequences

Mathematics Subject Classification ID

62F12: Asymptotic properties of parametric estimators

62J05: Linear regression; mixed models

Cites Work

• Some limit behaviors for the LS estimator in simple linear EV regression models
• Convergence rate for LS estimator in simple linear EV regression models
• Networks in labor markets: Wage and employment dynamics and inequality
• Panel data from time series of cross-sections
• Asymptotic properties of an estimator in nonlinear functional errors-in-variables models with dependent error terms
• Central limit theorem for linear processes
• Hájek-Rényi-type inequality for associated sequences
• Moderate deviations for LS estimator in simple linear EV regression model
• A Consistent Estimator for Linear Models with Dependent Observations
• The loglog law for LS estimator in simple linear EV regression models
• The Central Limit Theorem for LS Estimator in Simple Linear EV Regression Models
• Association of Random Variables, with Applications