The Central Limit Theorem for LS Estimator in Simple Linear EV Regression Models

Author: Miao Yu  

Publisher: Taylor & Francis Ltd

ISSN: 0361-0926

Source: Communications in Statistics: Theory and Methods, Vol.36, Iss.12, 2007-09, pp. : 2263-2272

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Abstract

In this article, we obtain the central limit theorems for LS estimator in simple linear errors-in-variables (EV) regression models under some mild conditions. And we also show that those conditions are necessary in some sense.