Sufficient and necessary conditions for the strong consistency of LS estimators in simple linear EV regression models

摘要

In this paper, the sufficient and necessary conditions for the strong consistency of least squares estimators in simple linear EV regression models are proved under widely orthant dependent random errors. The results obtained in the paper improve and extend some existing ones in the literature. Simulation studies are also carried out to support the consistency of the estimators under dependence assumption and finite samples.