Some Limit Properties of an Approximate Least Squares Estimator in a Nonlinear Regression Model with Correlated Nonzero Mean Errors
نویسنده
چکیده
A nonlinear regression model with correlated, normally distributed errors with non zero means is investigated. The limit properties of bias and the mean square error matrix of the approximate least squares estimator of regression parameters are studied.
منابع مشابه
Mean Square Error Matrix of an Approximate Least Squares Estimator in a Nonlinear Regression Model with Correlated Errors
A nonlinear regression model with correlated, normally distributed errors is investigated. The bias and the mean square error matrix of the approximate least squares estimator of regression parameters are derived and their limit properties are studied.
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