Second-order least-squares estimation for regression models with autocorrelated errors (Q2259763)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Second-order least-squares estimation for regression models with autocorrelated errors |
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Second-order least-squares estimation for regression models with autocorrelated errors (English)
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5 March 2015
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second-order least square
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asymptotic normality
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regression model
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autocorrelated errors
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ordinary least square
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generalized least square
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consistency
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