Robust estimation technique and robust autocorrelation diagnostic for multiple Linear Regression Model with autocorrelated errors

Robust estimation technique and robust autocorrelation diagnostic for multiple Linear Regression Model with autocorrelated errors

Autocorrelated errors cause the Ordinary Least Squares (OLS) estimators to become inefficient. Hence, it is very essential to detect the autocorrelated errors. The Breusch-Godfrey (BG) test is the most commonly used test for detection of autocorrelated errors. Since this test is easily affected by h...

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محفوظ في:

التفاصيل البيبلوغرافية
المؤلف الرئيسي:	Lim, Hock Ann
التنسيق:	أطروحة
اللغة:	English
منشور في:	2014
الموضوعات:	Robust control Autocorrelation (Statistics)
الوصول للمادة أونلاين:	http://psasir.upm.edu.my/id/eprint/52094/1/FS%202014%209RR.pdf
الوسوم:	إضافة وسم لا توجد وسوم, كن أول من يضع وسما على هذه التسجيلة!

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