Academic Journal
STOCHASTIC REGRESSION-MODEL WITH HETEROSCEDASTIC DISTURBANCE
| Τίτλος: | STOCHASTIC REGRESSION-MODEL WITH HETEROSCEDASTIC DISTURBANCE |
|---|---|
| Συγγραφείς: | CHANG DS, LIN GC |
| Συνεισφορές: | 張德新 |
| Στοιχεία εκδότη: | Springer Verlag |
| Έτος έκδοσης: | 1995 |
| Συλλογή: | National Tsing Hua University Institutional Repository (NTHUR) |
| Θεματικοί όροι: | STOCHASTIC REGRESSORS, GENERALIZED WEIGHTED LEAST SQUARES, STRONG CONSISTENCY |
| Time: | 34 |
| Περιγραφή: | 2010414010002 ; 統計所 ; This paper discusses some properties of stochastic regression model with continuous form of heteroscedastic disturbance. The strong consistency and asymptotic normality of a generalized weighted least squares estimate will be investigated under certain conditions on the stochastic regressors and errors. More, the linear hypothesis testing problem also be discussed and an example to be demonstrated to reestablish the results of Cheng and Chang (1990, Tech. Report, National Tsing Hua University). |
| Τύπος εγγράφου: | journal/newspaper |
| Γλώσσα: | English |
| ISSN: | 0020-3157 |
| Relation: | ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS,Volume: 47,Issue: 2,Pages: 351-369,Published: JUN 1995; http://nthur.lib.nthu.edu.tw/dspace/handle/987654321/54002 |
| Διαθεσιμότητα: | http://nthur.lib.nthu.edu.tw/dspace/handle/987654321/54002 |
| Αριθμός Καταχώρησης: | edsbas.4A5CFC0F |
| Βάση Δεδομένων: | BASE |
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