Finite sample comparisons of the distributions of the ols and gls estimators in regression with an integrated regsorad correlated errors (Q4224732)
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scientific article; zbMATH DE number 1241183
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Finite sample comparisons of the distributions of the ols and gls estimators in regression with an integrated regsorad correlated errors |
scientific article; zbMATH DE number 1241183 |
Statements
Finite sample comparisons of the distributions of the ols and gls estimators in regression with an integrated regsorad correlated errors (English)
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17 January 1999
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ordinary least squares
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generalized least squares
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characteristic function
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characteristic functions
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Monte-Carlo integration
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