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In one-dimensional regression models, we establish a rate for the rth moment convergence (r⩾1) of the ordinary least-squares estimator involving explicitly the regressors, answering to an open question raised lately… Click to show full abstract
In one-dimensional regression models, we establish a rate for the rth moment convergence (r⩾1) of the ordinary least-squares estimator involving explicitly the regressors, answering to an open question raised lately by Afendras and Markatou (Test 25:775–784, 2016). An extension of the classic Theorem 2.6.1 of Anderson (The statistical analysis of time series, Wiley, New York, 1971) is also presented.
Keywords:
regression;
regression models;
rates convergence;
convergence moments;
convergence regression;
moments convergence
Journal Title: Test
Year Published: 2018
Link to full text (if available)
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Journal Title: Test
Year Published: 2018
Link to full text (if available)
Share on Social Media: Sign Up to like & get
recommendations!