Small sample properties of estimators in the autocorrelated error model: a review and some additional simulations (Q3833469)
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: Small sample properties of estimators in the autocorrelated error model: a review and some additional simulations |
scientific article; zbMATH DE number 4109905
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Small sample properties of estimators in the autocorrelated error model: a review and some additional simulations |
scientific article; zbMATH DE number 4109905 |
Statements
Small sample properties of estimators in the autocorrelated error model: a review and some additional simulations (English)
0 references
1989
0 references
review
0 references
time series regression
0 references
first-order autocorrelated disturbances
0 references
simulation results
0 references
Cochrane-Orcutt estimator
0 references
Bayesian estimator
0 references
full maximum likelihood
0 references
iterative Prais-Winsten estimator
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0.8821405172348022
0 references
0.8142053484916687
0 references
