Testing the Autocorrelation Structure of Disturbances in Ordinary Least Squares and Instrumental Variables Regressions (Q4006263): Difference between revisions
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Latest revision as of 22:03, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Testing the Autocorrelation Structure of Disturbances in Ordinary Least Squares and Instrumental Variables Regressions |
scientific article |
Statements
Testing the Autocorrelation Structure of Disturbances in Ordinary Least Squares and Instrumental Variables Regressions (English)
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26 September 1992
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vector of sample autocorrelations of regression residuals
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general linear regression model
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moving average
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conditionally heteroscedastic innovations
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generalized method of moments estimators
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ordinary least squares
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two-stage least squares
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two-step two-stage least squares
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