Untransformed first observation problem in regression model with moving average process (Q4843654)
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scientific article; zbMATH DE number 786983
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Untransformed first observation problem in regression model with moving average process |
scientific article; zbMATH DE number 786983 |
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Untransformed first observation problem in regression model with moving average process (English)
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17 August 1995
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autocorrelated errors
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AR error process
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MA error process
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Exact GLS estimators
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approximate estimators
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0.7720768451690674
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0.7464005947113037
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0.6884475350379944
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0.6884475350379944
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0.6876254081726074
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