Leverage and cochrane-orcutt estimation in linear regression (Q4275761)
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scientific article; zbMATH DE number 487244
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Leverage and cochrane-orcutt estimation in linear regression |
scientific article; zbMATH DE number 487244 |
Statements
Leverage and cochrane-orcutt estimation in linear regression (English)
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12 April 1994
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autocorrelation
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AR(1)-errors
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Cochrane-Orcutt estimator
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hat matrix diagonal component
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regression models
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leverage
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efficiency
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