Small sample efficiency gains from a first observation correction for hatanakafs estimator of the lagged dependent variable-serial correlation regression model (Q3805717)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Small sample efficiency gains from a first observation correction for hatanakafs estimator of the lagged dependent variable-serial correlation regression model |
scientific article |
Statements
Small sample efficiency gains from a first observation correction for hatanakafs estimator of the lagged dependent variable-serial correlation regression model (English)
0 references
1987
0 references
first observation correction
0 references
lagged dependent variable-serial correlation regression model
0 references
maximum likelihood estimation
0 references
Gauss-Newton estimation
0 references
feasible generalized least squares estimation
0 references
0 references
0 references
0 references
