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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Received: June 1999
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Baran, S. A consistent estimator in general functional errors-in-variables models. Metrika 51, 117–132 (2000). https://doi.org/10.1007/s001840000030
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DOI: https://doi.org/10.1007/s001840000030