Second-order nonlinear least squares estimation
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References listed on IDEAS
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- Maria Karlsson & Thomas Laitila, 2014. "Finite mixture modeling of censored regression models," Statistical Papers, Springer, vol. 55(3), pages 627-642, August.
- Taraneh Abarin & Liqun Wang, 2012. "Instrumental variable approach to covariate measurement error in generalized linear models," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 64(3), pages 475-493, June.
- Wang, Liqun & Hsiao, Cheng, 2011. "Method of moments estimation and identifiability of semiparametric nonlinear errors-in-variables models," Journal of Econometrics, Elsevier, vol. 165(1), pages 30-44.
- Dedi Rosadi & Shelton Peiris, 2014. "Second-order least-squares estimation for regression models with autocorrelated errors," Computational Statistics, Springer, vol. 29(5), pages 931-943, October.
- Lucy L. Gao & Julie Zhou, 2017. "D-optimal designs based on the second-order least squares estimator," Statistical Papers, Springer, vol. 58(1), pages 77-94, March.
- Xin Chen & Min Tsao & Julie Zhou, 2012. "Robust second-order least-squares estimator for regression models," Statistical Papers, Springer, vol. 53(2), pages 371-386, May.
- Francesco Bravo, 2013. "Partially linear varying coefficient models with missing at random responses," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, pages 721-762.
- Mijeong Kim & Yanyuan Ma, 2012. "The efficiency of the second-order nonlinear least squares estimator and its extension," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 64(4), pages 751-764, August.
More about this item
KeywordsNonlinear regression; Asymmetric error distribution; Weighted least squares; Minimum distance estimator; Consistency; Asymptotic normality;
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