On consistency of the least squares estimators in linear errors-in-variables models with infinite variance errors
On consistency of the least squares estimators in linear errors-in-variables models with infinite variance errors
This paper deals simultaneously with linear structural and functional errors-in-variables models (SEIVM and FEIVM), revisiting in this context the ordinary least squares estimators (LSE) for the slope and intercept of the corresponding simple linear regression. It has been known that, subject to some model conditions, these estimators become weakly and …