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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書目詳細資料
主要作者:	Lim, Hock Ann
格式:	Thesis
語言:	English
出版:	2014
主題:	Robust control Autocorrelation (Statistics)
在線閱讀:	http://psasir.upm.edu.my/id/eprint/52094/1/FS%202014%209RR.pdf
標簽:	添加標簽沒有標簽, 成為第一個標記此記錄!

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