Pages that link to "Item:Q4540580"

The following pages link to ON THE EFFICIENCY OF THE COCHRANE–ORCUTT ESTIMATOR IN THE SERIALLY CORRELATED ERROR COMPONENTS REGRESSION MODEL FOR PANEL DATA (Q4540580):

Displaying 8 items.

• A note on the estimation of dynamic regression models with autoregressive errors by means of the Cochrane-Orcutt procedure (Q356565) (← links)
• Efficiency of the OLS estimator in the vicinity of a spatial unit root (Q553066) (← links)
• A note on the efficiency of the Cochrane-Orcutt estimator of the AR(1) regression model (Q1093300) (← links)
• Relative efficiency of first difference estimator in panel data regression with serially correlated error components (Q1290861) (← links)
• Some further results on the efficiency of the Cochrane-Orcutt-estimator (Q1579997) (← links)
• Consistency and asymptotic unbiasedness of \(S^ 2\) in the serially correlated error components regression model for panel data (Q1815629) (← links)
• Leverage and cochrane-orcutt estimation in linear regression (Q4275761) (← links)
• A NOTE ON ESTIMATING LINEAR TREND IN A REGRESSION MODEL WITH SERIALLY CORRELATED ERROR COMPONENTS (Q4449069) (← links)