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Weighted denoised minimum distance estimation in a regression model with autocorrelated measurement errors

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  • Jinhong You
  • Xian Zhou
  • Lixing Zhu
  • Bin Zhou

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  • Jinhong You & Xian Zhou & Lixing Zhu & Bin Zhou, 2011. "Weighted denoised minimum distance estimation in a regression model with autocorrelated measurement errors," Statistical Papers, Springer, vol. 52(2), pages 263-286, May.
    • Handle: RePEc:spr:stpapr:v:52:y:2011:i:2:p:263-286
    DOI: 10.1007/s00362-009-0227-7
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    References listed on IDEAS

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    1. Shi, Jian & Lau, Tai-Shing, 2000. "Empirical Likelihood for Partially Linear Models," Journal of Multivariate Analysis, Elsevier, vol. 72(1), pages 132-148, January.
    2. Whang, Yoon-Jae, 1998. "A Test Of Autocorrelation In The Presence Of Heteroskedasticity Of Unknown Form," Econometric Theory, Cambridge University Press, vol. 14(1), pages 87-122, February.
    3. Whang, Yoon-Jae & Andrews, Donald W. K., 1993. "Tests of specification for parametric and semiparametric models," Journal of Econometrics, Elsevier, vol. 57(1-3), pages 277-318.
    4. Chen, Zhao-Guo & Ni, Jun-Yuan, 1989. "Subset regression time series and its modeling procedures," Journal of Multivariate Analysis, Elsevier, vol. 31(2), pages 266-288, November.
    5. Gao, Jiti, 1995. "The laws of the iterated logarithm of some estimates in partly linear models," Statistics & Probability Letters, Elsevier, vol. 25(2), pages 153-162, November.
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    Cited by:

    1. Sukhbir Singh & Kanchan Jain & Suresh Sharma, 2014. "Replicated measurement error model under exact linear restrictions," Statistical Papers, Springer, vol. 55(2), pages 253-274, May.

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