Small sample efficiency gains from a first observation correction for hatanakafs estimator of the lagged dependent variable-serial correlation regression model (Q3805717): Difference between revisions
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Revision as of 13:46, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Small sample efficiency gains from a first observation correction for hatanakafs estimator of the lagged dependent variable-serial correlation regression model |
scientific article |
Statements
Small sample efficiency gains from a first observation correction for hatanakafs estimator of the lagged dependent variable-serial correlation regression model (English)
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1987
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first observation correction
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lagged dependent variable-serial correlation regression model
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maximum likelihood estimation
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Gauss-Newton estimation
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feasible generalized least squares estimation
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