| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 1149144 | Journal of Statistical Planning and Inference | 2014 | 7 Pages |
Abstract
In this paper, we consider a signed-rank estimator of nonlinear regression coefficients under stochastic errors. These errors include a wide array of applications in economic literature such as serial correlation, heteroscedasticity, autoregression, etc. General conditions for strong consistency and T-asymptotic normality of the resulting estimator are provided.
Related Topics
Physical Sciences and Engineering
Mathematics
Applied Mathematics
Authors
Huybrechts F. Bindele,