Estimating the autocorrelated error model with trended data (Q1138871)
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scientific article; zbMATH DE number 3673402
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| English | Estimating the autocorrelated error model with trended data |
scientific article; zbMATH DE number 3673402 |
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Estimating the autocorrelated error model with trended data (English)
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1980
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trended data
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small sample properties of estimators
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linear regression model
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first-order autocorrelated errors
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comparison of estimation efficiency
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ordinary least squares
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iterated Prais-Winsten estimator
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full maximum likelihood estimator
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0.8821405172348022
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0.8173657059669495
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0.8140603303909302
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0.7981992363929749
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