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

Mathematics

• Minimum Distance Estimation 93%
• Minimum Distance Estimator 65%
• Measurement Error 63%
• Regression Model 48%
• Auxiliary Variables 33%
• Estimator 17%
• Data-driven 16%
• Least Squares Estimator 15%
• Autocorrelation 15%
• Bandwidth 15%
• Regression Coefficient 15%
• Linear Regression Model 14%
• Asymptotic Normality 13%
• Strong Convergence 13%
• Covariates 12%
• Convergence Rate 12%
• Methodology 10%
• Simulation 9%
• Performance 8%
• Coefficient 7%

Business & Economics

• Minimum Distance Estimation 100%
• Measurement Error 94%
• Minimum Distance 51%
• Regression Model 49%
• Estimator 47%
• Asymptotic Normality 15%
• Least Squares Estimator 14%
• Rate of Convergence 14%
• Regression Coefficient 14%
• Bandwidth 13%
• Linear Regression Model 13%
• Finite Sample 12%
• Autocorrelation 12%
• Covariates 12%
• Coefficients 8%
• Simulation 7%
• Methodology 6%
• Performance 4%