Estimation in a Linear Model with Serially Correlated Errors When Observations are Missing (Q3707198): Difference between revisions

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Latest revision as of 20:22, 19 March 2024

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Estimation in a Linear Model with Serially Correlated Errors When Observations are Missing
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    Estimation in a Linear Model with Serially Correlated Errors When Observations are Missing (English)
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    1985
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    ordinary least squares estimators
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    linear model
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    serially correlated errors
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    stationary normal AR(1) process
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    missing observations
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    ML estimation
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    finite samples
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    two-stage estimators
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    OLS
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    efficiency
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