Asymptotische Verteilungen einiger Schätzverfahren bei Trend und Fehlern in den Variablen. (Asymptotic distributions of some estimates in case of trend and errors in variables) (Q1820539)
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scientific article; zbMATH DE number 3996971
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotische Verteilungen einiger Schätzverfahren bei Trend und Fehlern in den Variablen. (Asymptotic distributions of some estimates in case of trend and errors in variables) |
scientific article; zbMATH DE number 3996971 |
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Asymptotische Verteilungen einiger Schätzverfahren bei Trend und Fehlern in den Variablen. (Asymptotic distributions of some estimates in case of trend and errors in variables) (English)
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1985
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The goal of the paper is to generalize on aspects of errors-in-variables models by introducing (a specific) trend into the regressors of linear equations. In the paper it is then shown that the OLS estimator is consistent under the specific trend specification. These results are extended to more generalized estimators like GLS and an estimator proposed by Theil. The paper is well organized, clear and precise.
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generalized least squares estimator
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Theil estimator
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errors-in-variables models
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trend
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OLS estimator
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0.8349785
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0.82770115
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0.82375073
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