Error Assumptions on Generalized STAR Model
For GSTAR models, the least squares estimation method is commonly used since errors are assumed be uncorrelated. However, this method is not appropriate when errors are correlated, either in time or spatially. For these cases, the generalized least squares (GLS) method can be applied. GLS is more po...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
ITB Journal Publisher
2017-09-01
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| Series: | Journal of Mathematical and Fundamental Sciences |
| Subjects: | |
| Online Access: | http://journals.itb.ac.id/index.php/jmfs/article/view/3285 |