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CONSISTENCY OF LS ESTIMATOR IN SIMPLE LINEAR EV REGRESSION MODELS

Authors:	Liu Jixue CHEN Xiru

Affiliation:	1. Department of Statistics and Finance, University of Science and Technology of China, Hefei 230026, China;2. Department of Mathematics, Graduate School of Chinese Academy of Sciences, Beijing 100039, China;1. Department of Industrial and Manufacturing Systems Engineering, The University of Texas at Arlington, Arlington, TX 19017, USA;2. Department of Systems Engineering and Engineering Management, City University of Hong Kong, 83 Tat Chee Avenue, Kowloon, Hong Kong Special Administrative Region

Abstract:	Consistency of LS estimate of simple linear EV model is studied. It is shown that under some common assumptions of the model, both weak and strong consistency of the estimate are equivalent but it is not so for quadratic-mean consistency.

Keywords:	EV model consistency
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