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Explicit Equations to Determine the Variances of Regression Coefficients of OLS and GLS Estimators In An Auto-Correlated Regression Models
(الجامعة الإسلامية - غزة, 2008)
We have derived explicit equations to determine the variances of the regression coefficients of ordinary least squares (OLS) and generalized least squares (GLS) estimators in regression models containing an auto-correlated ...
Variance Estimation in Time Series Regression Models
The effect of variance estimation of regression coefficients when disturbances are serially correlated in time series regression models is studied. Variance estimation enters into confidence interval estimation, hypotheses ...