The Second-Order Asymptotic Properties of Asymmetric Least Squares Estimation

Sankhya B ◽

10.1007/s13571-019-00189-8 ◽

2019 ◽

Vol 81 (S1) ◽

pp. 201-233 ◽

Author(s):

Tae-Hwy Lee ◽

Aman Ullah ◽

He Wang

Keyword(s):

Least Squares ◽

Asymptotic Properties ◽

Second Order ◽

Least Squares Estimation ◽

Asymmetric Least Squares

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Asymmetric Least Squares Estimation and Testing

Econometrica ◽

10.2307/1911031 ◽

1987 ◽

Vol 55 (4) ◽

pp. 819 ◽

Author(s):

Whitney K. Newey ◽

James L. Powell

Keyword(s):

Least Squares ◽

Least Squares Estimation ◽

Asymmetric Least Squares

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Second-order nonlinear least squares estimation

Annals of the Institute of Statistical Mathematics ◽

10.1007/s10463-007-0139-z ◽

2007 ◽

Vol 60 (4) ◽

pp. 883-900 ◽

Author(s):

Liqun Wang ◽

Alexandre Leblanc

Keyword(s):

Least Squares ◽

Nonlinear Least Squares ◽

Second Order ◽

Least Squares Estimation ◽

Nonlinear Least Squares Estimation

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Second-order least squares estimation of censored regression models

Journal of Statistical Planning and Inference ◽

10.1016/j.jspi.2008.04.016 ◽

2009 ◽

Vol 139 (2) ◽

pp. 125-135 ◽

Author(s):

Taraneh Abarin ◽

Liqun Wang

Keyword(s):

Least Squares ◽

Regression Models ◽

Second Order ◽

Least Squares Estimation ◽

Censored Regression ◽

Censored Regression Models

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An asymptotically unbiased weighted least squares estimation criterion for parametric variograms of second order stationary geostatistical processes

Communications in Statistics - Simulation and Computation ◽

10.1080/03610918.2018.1508698 ◽

2018 ◽

Vol 49 (7) ◽

pp. 1839-1854

Author(s):

Sourav Das ◽

Tata Subba Rao ◽

Georgi N. Boshnakov

Keyword(s):

Least Squares ◽

Weighted Least Squares ◽

Second Order ◽

Least Squares Estimation ◽

Weighted Least Squares Estimation

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Generalized Least Squares Estimation in Contingency Tables Analysis: Asymptotic Properties and Applications

10.1080/02331880008802719 ◽

2000 ◽

Vol 34 (4) ◽

pp. 267-300 ◽

Author(s):

A. Baccini ◽

M. Fekri ◽

J. Fine

Keyword(s):

Least Squares ◽

Asymptotic Properties ◽

Contingency Tables ◽

Generalized Least Squares ◽

Least Squares Estimation ◽

Generalized Least Squares Estimation

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Asymptotic properties of least squares estimation with fuzzy observations

Information Sciences ◽

10.1016/j.ins.2007.07.010 ◽

2008 ◽

Vol 178 (2) ◽

pp. 439-451 ◽

Author(s):

Hae Kyung Kim ◽

Jin Hee Yoon ◽

Ying Li

Keyword(s):

Least Squares ◽

Asymptotic Properties ◽

Least Squares Estimation

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A note on the asymptotic properties of least squares estimation in high dimensional constrained factor models

Economics Letters ◽

10.1016/j.econlet.2018.07.029 ◽

2018 ◽

Vol 171 ◽

pp. 144-148

Author(s):

Jingjie Xiang ◽

Kunpeng Li ◽

Guowei Cui

Keyword(s):

Least Squares ◽

Asymptotic Properties ◽

Factor Models ◽

Least Squares Estimation ◽

High Dimensional

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Second-order equivalence of rectangular and exponential windows in least-squares estimation of Gaussian autoregressive processes

IEEE Transactions on Acoustics Speech and Signal Processing ◽

10.1109/tassp.1985.1164685 ◽

1985 ◽

Vol 33 (5) ◽

pp. 1209-1212 ◽

Author(s):

B. Porat

Keyword(s):

Least Squares ◽

Second Order ◽

Least Squares Estimation ◽

Autoregressive Processes

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Second-order least-squares estimation for regression models with autocorrelated errors

Computational Statistics ◽

10.1007/s00180-013-0470-1 ◽

2013 ◽

Vol 29 (5) ◽

pp. 931-943 ◽

Author(s):

Dedi Rosadi ◽

Shelton Peiris

Keyword(s):

Least Squares ◽

Regression Models ◽

Second Order ◽

Least Squares Estimation ◽

Autocorrelated Errors

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Asymptotic Properties of Weighted Least Squares Estimation in Weak PARMA Models

Journal of Time Series Analysis ◽

10.1111/j.1467-9892.2011.00728.x ◽

2011 ◽

Vol 32 (6) ◽

pp. 699-723 ◽

Author(s):

Christian Francq ◽

Roch Roy ◽

Abdessamad Saidi

Keyword(s):

Least Squares ◽

Weighted Least Squares ◽

Asymptotic Properties ◽

Least Squares Estimation ◽

Weighted Least Squares Estimation

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