Optimal asymptotic least squares estimation in a singular set-up

DOI10.1016/J.ECONLET.2015.01.006MaRDI QIDQ498873zbMATH OpenOpenAlexFDO

Authors Antonio Diez de los Rios

Publication date 29 September 2015

Published in Economics Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.econlet.2015.01.006

zbMATH Keywords

generalized inverseasymptotic optimalityminimum distance estimationauxiliary parameterssingular covariance matrix

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Analysis of variance and covariance (ANOVA) (62J10)

Recommendations

• Maximum likelihood estimation of singular systems of equations
• Asymptotic theory of least squares estimator in a nonregular nonlinear regression model
• Asymptotic Normality of Nonlinear Least Squares under Singular Experimental Designs
• On the irregular behavior of LS estimators for asymptotically singular designs
• Asymptotic theory for non-linear least squares estimator for diffusion processes

Cites work

• Asymptotic Least Squares Estimators for Dynamic Games
• Asymptotic least-squares estimation efficiency considerations and applications
• Inferring the rank of a matrix
• Multivariate regression models for panel data
• Spanning tests in return and stochastic discount factor mean-variance frontiers: a unifying approach
• Testing For Common Roots

Cited in

(2)

• On the irregular behavior of LS estimators for asymptotically singular designs
• scientific article; zbMATH DE number 1414197 (Why is no real title available?)

This page was built for publication: Optimal asymptotic least squares estimation in a singular set-up

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q498873)