Asymptotic properties of estimators in age-period-cohort analysis

Fu, Wenjiang; Hall, Peter

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Asymptotic properties of estimators in age-period-cohort analysis

Date

2006

Authors

Fu, Wenjiang

Hall, Peter

Publisher

Elsevier

Abstract

We study asymptotics and convergence rates of multiple estimators in a general linear age-period-cohort model with a singular design matrix. The covariates are fixed effects of rows, columns and diagonals in an a × p table with one response in each cell.