Small sample properties of estimators in the autocorrelated error model: a review and some additional simulations (Q3833469)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Small sample properties of estimators in the autocorrelated error model: a review and some additional simulations |
scientific article |
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Small sample properties of estimators in the autocorrelated error model: a review and some additional simulations (English)
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1989
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review
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time series regression
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first-order autocorrelated disturbances
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simulation results
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Cochrane-Orcutt estimator
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Bayesian estimator
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full maximum likelihood
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iterative Prais-Winsten estimator
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