A computationally attractive method for estimating the linear regression model with autoregressive moving average disturbances (Q1901294)
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scientific article; zbMATH DE number 813799
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| English | A computationally attractive method for estimating the linear regression model with autoregressive moving average disturbances |
scientific article; zbMATH DE number 813799 |
Statements
A computationally attractive method for estimating the linear regression model with autoregressive moving average disturbances (English)
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11 December 1995
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tables
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sums of squares
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ARMA (1,1) disturbances
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generalized least squares
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maximum likelihood estimation
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relative efficiency comparisons
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ordinary least squares
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0.8210011720657349
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0.8138823509216309
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0.8072734475135803
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0.7739164233207703
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