In this paper, we consider the finite sample property of the ordinary least squares (OLS) estimator for an AR(1) model with measurement error. We present the Edgeworth approximation for a finite distribution of OLS up to O(T1/2). We introduce an instrumental variable estimator that is consistent in the presence of measurement error. Finally, a simulation study is conducted to assess the theoretical results and to compare the finite sample performances of these estimators.
展开▼
机译:A new design technique based on a suitable choice of rotor geometrical parameters to maximize torque and power factor in synchronous reluctance motors: part II -finite-element analysis and measurements