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
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimation in a Linear Model with Serially Correlated Errors When Observations are Missing |
scientific article |
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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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