A smoothed least squares estimator for threshold regression models

Journal of Econometrics ◽

10.1016/j.jeconom.2006.11.002 ◽

2007 ◽

Vol 141 (2) ◽

pp. 704-735 ◽

Author(s):

Myung Hwan Seo ◽

Oliver Linton

Keyword(s):

Least Squares ◽

Regression Models ◽

Least Squares Estimator ◽

Threshold Regression

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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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Moment Approximation for Least-Squares Estimator in First-Order Regression Models with Unit Root and Nonnormal Errors

Essays in Honor of Peter C. B. Phillips - Advances in Econometrics ◽

10.1108/s0731-905320140000033003 ◽

2014 ◽

pp. 65-92 ◽

Author(s):

Yong Bao ◽

Aman Ullah ◽

Ru Zhang

Keyword(s):

Least Squares ◽

Unit Root ◽

Regression Models ◽

Least Squares Estimator ◽

First Order ◽

Moment Approximation

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Optimal designs for regression models using the second-order least squares estimator

Statistica Sinica ◽

10.5705/ss.202015.0285 ◽

2018 ◽

Author(s):

Yue Yin ◽

Julie Zhou

Keyword(s):

Least Squares ◽

Regression Models ◽

Second Order ◽

Least Squares Estimator ◽

Optimal Designs

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Robust second-order least-squares estimator for regression models

Statistical Papers ◽

10.1007/s00362-010-0343-4 ◽

2010 ◽

Vol 53 (2) ◽

pp. 371-386 ◽

Author(s):

Xin Chen ◽

Min Tsao ◽

Julie Zhou

Keyword(s):

Least Squares ◽

Regression Models ◽

Second Order ◽

Least Squares Estimator

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Strong Consistency of the Least-Squares Estimator in Simple Regression Models with Stochastic Regressors

SSRN Electronic Journal ◽

10.2139/ssrn.2160829 ◽

2012 ◽

Author(s):

Norbert Christopeit ◽

Michael Massmann

Keyword(s):

Least Squares ◽

Regression Models ◽

Strong Consistency ◽

Least Squares Estimator ◽

Simple Regression

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Strong consistency of the least squares estimator in regression models with adaptive learning

Electronic Journal of Statistics ◽

10.1214/19-ejs1558 ◽

2019 ◽

Vol 13 (1) ◽

pp. 1646-1693 ◽

Author(s):

Norbert Christopeit ◽

Michael Massmann

Keyword(s):

Least Squares ◽

Adaptive Learning ◽

Regression Models ◽

Strong Consistency ◽

Least Squares Estimator

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Asymptotic normality of the time‐domain generalized least squares estimator for linear regression models

Stat ◽

10.1002/sta4.248 ◽

2019 ◽

Vol 8 (1) ◽

Author(s):

Hien D. Nguyen

Keyword(s):

Linear Regression ◽

Asymptotic Normality ◽

Least Squares ◽

Time Domain ◽

Regression Models ◽

Generalized Least Squares ◽

Least Squares Estimator ◽

Linear Regression Models ◽

Generalized Least Squares Estimator ◽

The Time Domain

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Least squares estimator for regression models with some deterministic time varying parameters

Metrika ◽

10.1007/bf02613897 ◽

1996 ◽

Vol 43 (1) ◽

pp. 57-67

Author(s):

Mohamed Boutahar ◽

Claude Deniau

Keyword(s):

Least Squares ◽

Regression Models ◽

Least Squares Estimator ◽

Time Varying ◽

Varying Parameters ◽

Time Varying Parameters

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Optimality and Recursive Algorithm of General Least Squares Estimator of Seemingly Unrelated Linear Regression Models

2010 International Conference on Computational Intelligence and Software Engineering ◽

10.1109/cise.2010.5677152 ◽

2010 ◽

Author(s):

Wenke Xu ◽

Fengri Li ◽

Fuxiang Liu

Keyword(s):

Linear Regression ◽

Least Squares ◽

Regression Models ◽

Recursive Algorithm ◽

Least Squares Estimator ◽

Linear Regression Models

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Exact Results on the Inadmissibility of the Feasible Generalized Least Squares Estimator in Regression Models with Non-Spherical Disturbances

Biometrical Journal ◽

10.1002/1521-4036(200008)42:4<481::aid-bimj481>3.0.co;2-v ◽

2000 ◽

Vol 42 (4) ◽

pp. 481-487 ◽

Author(s):

Anoop Chaturvedi ◽

Alan T. K. Wan

Keyword(s):

Least Squares ◽

Regression Models ◽

Generalized Least Squares ◽

Least Squares Estimator ◽

Exact Results ◽

Generalized Least Squares Estimator

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