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Generalized least squares with misspecified serial correlation structures - MaRDI portal

Generalized least squares with misspecified serial correlation structures (Q2767528)

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scientific article; zbMATH DE number 1697658
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English
Generalized least squares with misspecified serial correlation structures
scientific article; zbMATH DE number 1697658

    Statements

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    2 July 2002
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    autoregressive disturbances
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    incorrect generalized least squares
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    relative efficiency
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    serial correlation
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    estimated generalized least squares
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    simulation study
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    Generalized least squares with misspecified serial correlation structures (English)
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