A consistent estimator in general functional errors-in-variables models

A consistent estimator in general functional errors-in-variables models

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Article ID: iaor20013686
Country: Germany
Volume: 51
Issue: 2
Start Page Number: 117
End Page Number: 132
Publication Date: Jan 2000
Journal: Metrika
Authors:
Abstract:

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.

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