scholarly journals Errors-In-Variables regression and the problem of moments

2013 ◽  
Vol 27 (4) ◽  
pp. 401-415 ◽  
Author(s):  
Ali Al-Sharadqah ◽  
Nikolai Chernov ◽  
Qizhuo Huang
Filomat ◽  
2017 ◽  
Vol 31 (15) ◽  
pp. 4845-4856
Author(s):  
Konrad Furmańczyk

We study consistency and asymptotic normality of LS estimators in the EV (errors in variables) regression model under weak dependent errors that involve a wide range of linear and nonlinear time series. In our investigations we use a functional dependence measure of Wu [16]. Our results without mixing conditions complete the known asymptotic results for independent and dependent data obtained by Miao et al. [7]-[10].


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