Asymptotic properties of the estimator of linear regression parameters in the case of weakly dependent regressors
DOI:
https://doi.org/10.15407/dopovidi2014.05.024Keywords:
ependent regressors, linear regressionAbstract
A linear regression model with weakly dependent random noise and time-dependent regressors which are observed with weakly dependent errors is considered. The consistency and the asymptotic normality of the least squares estimator of such a regression model are proved.
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