On the robust parameter estimation for linear model with autocorrelated errors
The Ordinary Least Squares (OLS) estimates become inefficient in the presence of autocorrelation problems. The Cochrane-Orcutt Prais-Winsten iterative method (COPW) is the most commonly used remedial measure to remedy this problem. However, this procedure is based on the OLS estimates, which is not...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English English |
| Published: |
American Scientific Publishers
2013
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| Online Access: | http://psasir.upm.edu.my/id/eprint/30343/1/On%20the%20robust%20parameter%20estimation%20for%20linear%20model%20with%20autocorrelated%20errors.pdf |