Abstract
Here we study the least squares estimates in some regression models. We assume that the evolution of the parameter is linearly explosive (i.e. polynomial), or stable (i.e. sinusoidal). We prove the strong consistency, and establish the rate of convergence.
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Boutahar, M., Deniau, C. Least squares estimator for regression models with some deterministic time varying parameters. Metrika 43, 57–67 (1996). https://doi.org/10.1007/BF02613897
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DOI: https://doi.org/10.1007/BF02613897