Acta mathematica scientia,Series B ›› 2005, Vol. 25 ›› Issue (1): 50-58.

• Articles • Previous Articles     Next Articles

CONSISTENCY OF LS ESTIMATOR IN SIMPLE
LINEAR EV REGRESSION MODELS

 LIU Ji-Hua, CHEN Xi-Ru   

  • Online:2005-01-20 Published:2005-01-20

Abstract:

Consistency of LS estimate of simple linear EV model is studied. It is shown
that under some common assumptions of the model, both weak and strong consistency of
the estimate are equivalent but it is not so for quadratic-mean consistency.

Key words: EV model, consistency

CLC Number: 

  • 62E20
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