Abstract
ABSTRACTIn this article, we establish the invariance principles for the error variance estimator in linear models, which weaken the conditions for the errors in Chen (1980) from finite fourth moment to infinite fourth moment. Furthermore, the almost sure central limit theorem of the error variance estimator is also obtained under the assumption for the errors of infinite fourth moment.
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Schedule a callDisclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.
