ESTIMATION OF LINEAR REGRESSION MODEL WITH AUTOCORRELATED DISTURBANCES (Q3672912)
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scientific article; zbMATH DE number 3827008
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| English | ESTIMATION OF LINEAR REGRESSION MODEL WITH AUTOCORRELATED DISTURBANCES |
scientific article; zbMATH DE number 3827008 |
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ESTIMATION OF LINEAR REGRESSION MODEL WITH AUTOCORRELATED DISTURBANCES (English)
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1983
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autocorrelated disturbances
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large sample asymptotic approximation
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variance-covariance matrix
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two stage Prais-Winston estimator
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