A note on the distribution of the least squares estimator of a random walk with drift: Some analytical evidence

Economics Letters ◽

10.1016/0165-1765(94)00637-h ◽

1995 ◽

Vol 48 (3-4) ◽

pp. 221-228 ◽

Author(s):

Niels Haldrup ◽

Svend Hylleberg

Keyword(s):

Random Walk ◽

Least Squares ◽

Least Squares Estimator ◽

Random Walk With Drift

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A note on the distribution of the least squares estimator of a random walk with drift

Economics Letters ◽

10.1016/0165-1765(89)90065-7 ◽

1989 ◽

Vol 29 (3) ◽

pp. 225-230 ◽

Author(s):

Svend Hylleberg ◽

Grayham E. Mizon

Keyword(s):

Random Walk ◽

Least Squares ◽

Least Squares Estimator ◽

Random Walk With Drift

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A note on the distribution of the least squares estimator of a random walk with a linear trend

Economics Letters ◽

10.1016/0165-1765(92)90046-2 ◽

1992 ◽

Vol 38 (2) ◽

pp. 151-156 ◽

Author(s):

Francisco J. Goerlich

Keyword(s):

Random Walk ◽

Least Squares ◽

Linear Trend ◽

Least Squares Estimator

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The Calculation of the Limiting Distribution of the Least Squares Estimator of the Parameter in a Random Walk Model

The Annals of Statistics ◽

10.1214/aos/1176345591 ◽

1981 ◽

Vol 9 (5) ◽

pp. 1114-1118 ◽

Author(s):

G. B. A. Evans ◽

N. E. Savin

Keyword(s):

Random Walk ◽

Least Squares ◽

Limiting Distribution ◽

Least Squares Estimator ◽

Random Walk Model

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An Asymptotically Smoothed Two-Stage Nonlinear Least Squares Estimator for Threshold Regression Models with Endogenous Variable

SSRN Electronic Journal ◽

10.2139/ssrn.1740605 ◽

2010 ◽

Author(s):

Daniele Massacci

Keyword(s):

Least Squares ◽

Regression Models ◽

Nonlinear Least Squares ◽

Least Squares Estimator ◽

Endogenous Variable ◽

Threshold Regression ◽

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Bayesian Log-Bilinear Mortality Projection with a Random Walk with Drift

SSRN Electronic Journal ◽

10.2139/ssrn.3375920 ◽

2019 ◽

Author(s):

Vered Shapovalov ◽

Zinoviy Landsman ◽

Udi Makov

Keyword(s):

Random Walk ◽

Mortality Projection ◽

Random Walk With Drift

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Small sample properties of the conditional least squares estimator in SETAR models

Economics Letters ◽

10.1016/s0165-1765(00)00314-1 ◽

2000 ◽

Vol 69 (3) ◽

pp. 267-276 ◽

Author(s):

George Kapetanios

Keyword(s):

Least Squares ◽

Small Sample ◽

Least Squares Estimator ◽

Conditional Least Squares ◽

Conditional Least Squares Estimator ◽

Small Sample Properties

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Consistency of the least squares estimator of an infinite-dimensional parameter

Siberian Mathematical Journal ◽

10.1007/bf00971125 ◽

1992 ◽

Vol 33 (4) ◽

pp. 603-607

Author(s):

A. Ya. Dorogovtsev

Keyword(s):

Least Squares ◽

Least Squares Estimator ◽

Dimensional Parameter ◽

Infinite Dimensional

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Improper use of the ordinary least squares estimator in the switching regression model

Communication in Statistics- Theory and Methods ◽

10.1080/03610928408828794 ◽

1984 ◽

Vol 13 (14) ◽

pp. 1781-1791

Author(s):

Kurt Brännäs ◽

Stig Uhlin

Keyword(s):

Regression Model ◽

Least Squares ◽

Ordinary Least Squares ◽

Least Squares Estimator ◽

Switching Regression ◽

Ordinary Least Squares Estimator ◽

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Bias correction for the least squares estimator of Weibull shape parameter with complete and censored data

Reliability Engineering & System Safety ◽

10.1016/j.ress.2005.09.010 ◽

2006 ◽

Vol 91 (8) ◽

pp. 930-939 ◽

Author(s):

L.F. Zhang ◽

M. Xie ◽

L.C. Tang

Keyword(s):

Least Squares ◽

Censored Data ◽

Bias Correction ◽

Shape Parameter ◽

Least Squares Estimator

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Consistency for the least squares estimator in nonparametric regression

10.1214/aos/1032181165 ◽

1996 ◽

Vol 24 (6) ◽

pp. 2513-2523 ◽

Author(s):

Sara van de Geer ◽

Marten Wegkamp

Keyword(s):

Least Squares ◽

Nonparametric Regression ◽

Least Squares Estimator

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