Asymptotic Distribution of the Bias Corrected Least Squares Estimators in Measurement Error Linear Regression Models Under Long Memory

2019 ◽  
Vol 40 (4) ◽  
pp. 493-518
Author(s):  
Hira L. Koul ◽  
Donatas Surgailis
Keyword(s):  
Measurement Error ◽  
Linear Regression ◽  
Least Squares ◽  
Asymptotic Distribution ◽  
Long Memory ◽  
Regression Models ◽  
Linear Regression Models ◽  
Least Squares Estimators

On Consistency of Estimators in Simple Linear Regression Models

2002 ◽  
Vol 53 (3-4) ◽  
pp. 261-264 ◽  
Author(s):  
Anindya Roy ◽  
Thomas I. Seidman
Keyword(s):  
Linear Regression ◽  
Least Squares ◽  
Regression Models ◽  
Sufficient Condition ◽  
Simple Linear Regression ◽  
Linear Regression Models ◽  
Least Squares Estimators

We derive a property of real sequences which can be used to provide a natural sufficient condition for the consistency of the least squares estimators of slope and intercept for a simple linear regression models.

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