کد مقاله | کد نشریه | سال انتشار | مقاله انگلیسی | نسخه تمام متن |
---|---|---|---|---|
1148716 | 957848 | 2007 | 16 صفحه PDF | دانلود رایگان |
عنوان انگلیسی مقاله ISI
Semiparametric generalized least squares estimation in partially linear regression models with correlated errors
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کلمات کلیدی
موضوعات مرتبط
مهندسی و علوم پایه
ریاضیات
ریاضیات کاربردی
پیش نمایش صفحه اول مقاله
![عکس صفحه اول مقاله: Semiparametric generalized least squares estimation in partially linear regression models with correlated errors Semiparametric generalized least squares estimation in partially linear regression models with correlated errors](/preview/png/1148716.png)
چکیده انگلیسی
This paper is concerned with the estimation problem in partially linear regression models with serially correlated errors. The authors propose a semiparametric generalized least squares estimator (SGLSE) for the parametric component and show that it is asymptotically more efficient than the semiparametric ordinary least squares estimator (SOLSE) in terms of asymptotic covariance matrix. Other properties of this SGLSE including the asymptotic normality and the law of the iterated logarithm are established as well. A simulation study is conducted to examine the finite-sample properties of the proposed estimator and an empirical example is discussed.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Journal of Statistical Planning and Inference - Volume 137, Issue 1, 1 January 2007, Pages 117–132
Journal: Journal of Statistical Planning and Inference - Volume 137, Issue 1, 1 January 2007, Pages 117–132
نویسندگان
Jinhong You, Gemai Chen,