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Asymptotic properties for LS estimators in EV regression model with dependent errors

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  • Guo-Liang Fan
  • Han-Ying Liang
  • Jiang-Feng Wang
  • Hong-Xia Xu

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  • Guo-Liang Fan & Han-Ying Liang & Jiang-Feng Wang & Hong-Xia Xu, 2010. "Asymptotic properties for LS estimators in EV regression model with dependent errors," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 94(1), pages 89-103, March.
    • Handle: RePEc:spr:alstar:v:94:y:2010:i:1:p:89-103
    DOI: 10.1007/s10182-010-0124-3
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    References listed on IDEAS

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    1. Lai, T. L. & Robbins, Herbert & Wei, C. Z., 1979. "Strong consistency of least squares estimates in multiple regression II," Journal of Multivariate Analysis, Elsevier, vol. 9(3), pages 343-361, September.
    2. Deaton, Angus, 1985. "Panel data from time series of cross-sections," Journal of Econometrics, Elsevier, vol. 30(1-2), pages 109-126.
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    Citations

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    Cited by:

    1. Xuejun Wang & Aiting Shen & Zhiyong Chen & Shuhe Hu, 2015. "Complete convergence for weighted sums of NSD random variables and its application in the EV regression model," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 24(1), pages 166-184, March.
    2. Yu Miao & Fangfang Zhao & Ke Wang & Yanping Chen, 2013. "Asymptotic normality and strong consistency of LS estimators in the EV regression model with NA errors," Statistical Papers, Springer, vol. 54(1), pages 193-206, February.
    3. Yi Wu & Xuejun Wang & Shuhe Hu & Lianqiang Yang, 2018. "Weighted version of strong law of large numbers for a class of random variables and its applications," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 27(2), pages 379-406, June.
    4. Jing-Jing Zhang & Han-Ying Liang & Amei Amei, 2014. "Asymptotic normality of estimators in heteroscedastic errors-in-variables model," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 98(2), pages 165-195, April.
    5. Yi Wu & Xuejun Wang & Aiting Shen, 2023. "Strong Convergence for Weighted Sums of Widely Orthant Dependent Random Variables and Applications," Methodology and Computing in Applied Probability, Springer, vol. 25(1), pages 1-28, March.
    6. Guo-Liang Fan & Han-Ying Liang & Jiang-Feng Wang, 2013. "Empirical likelihood for heteroscedastic partially linear errors-in-variables model with α-mixing errors," Statistical Papers, Springer, vol. 54(1), pages 85-112, February.
    7. Di Hu & Pingyan Chen & Soo Hak Sung, 2017. "Strong laws for weighted sums of $$\psi $$ ψ -mixing random variables and applications in errors-in-variables regression models," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 26(3), pages 600-617, September.
    8. Xuejun Wang & Yi Wu & Shuhe Hu, 2018. "Strong and weak consistency of LS estimators in the EV regression model with negatively superadditive-dependent errors," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 102(1), pages 41-65, January.
    9. Aiting Shen, 2019. "Asymptotic properties of LS estimators in the errors-in-variables model with MD errors," Statistical Papers, Springer, vol. 60(4), pages 1193-1206, August.

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