The efficiency of the sample mean in a linear regression model when errors follow a first-order moving average process (Q673196)
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scientific article; zbMATH DE number 985436
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| English | The efficiency of the sample mean in a linear regression model when errors follow a first-order moving average process |
scientific article; zbMATH DE number 985436 |
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The efficiency of the sample mean in a linear regression model when errors follow a first-order moving average process (English)
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28 February 1997
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MA(1) disturbances
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Efficiency of OLS
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Greatest lower bound
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0.7631701231002808
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0.7486639618873596
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