Strong Consistency of Least Squares Estimators in Regression with Correlated Disturbances
The Annals of Statistics · 1981 · Volume 9 · Issue 3
Abstract
This note considers, under minimal assumptions, the strong consistency of least squares estimates in regression with correlated errors.
Keywords
asymptotic, correlated disturbances, G0F15, G2J05, least squares, method of subsequences, regression, strong consistency
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