Generalized least squares with misspecified serial correlation structures (Q2767528)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Generalized least squares with misspecified serial correlation structures |
scientific article; zbMATH DE number 1697658
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Generalized least squares with misspecified serial correlation structures |
scientific article; zbMATH DE number 1697658 |
Statements
2 July 2002
0 references
autoregressive disturbances
0 references
incorrect generalized least squares
0 references
relative efficiency
0 references
serial correlation
0 references
estimated generalized least squares
0 references
simulation study
0 references
Generalized least squares with misspecified serial correlation structures (English)
0 references
0.7993011474609375
0 references
0.792595624923706
0 references
0.7909155488014221
0 references
0.7863398790359497
0 references
