Article ID: | iaor20013686 |
Country: | Germany |
Volume: | 51 |
Issue: | 2 |
Start Page Number: | 117 |
End Page Number: | 132 |
Publication Date: | Jan 2000 |
Journal: | Metrika |
Authors: | Baran S. |
The problem of estimation in nonlinear functional errors-in-variables model is considered. A modified least squares estimator is studied, its consistency and asymptotic normality is established. Simulation results are also presented showing the performance of the estimator in comparison with the naive ordinary least squares estimator.