Generalized Least Squares with Misspecified Serial Correlation Structures (Q2767528)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Generalized Least Squares with Misspecified Serial Correlation Structures
scientific article

    Statements

    Generalized Least Squares with Misspecified Serial Correlation Structures (English)
    0 references
    0 references
    0 references
    2 July 2002
    0 references
    0 references
    0 references
    0 references
    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
    0 references