Search
Now showing items 1-4 of 4
Explicit Formulas to Determine the E¢ ciency of OLS in the Presence of First Order Autoregressive Disturbances
(الجامعة الإسلامية - غزة, 2006)
In problems concerning time series, it is often the case that the distur- bances are, in fact, correlated. It is known that the ordinary least squares (OLS) may not be optimal in this context. We have proved that the rela- ...
The efficiency of OLS in the presence of auto-correlated disturbances in regression models
(2006)
The ordinary least squares (OLS) estimates in the regression model are efficient when the disturbances have mean zero, constant variance, and are uncorrelated. In problems concerning time series, it is often the case that ...
Comparison of Estimators in Regression Models with AR(1) and AR(2) Disturbances: When is OLS Efficient?
It is well known that the ordinary least squares (OLS) estimates in the regression model are efficient when the disturbances have mean zero, constant variance and are uncorrelated. In problems concerning time series, it ...
الاستثمار والتمويل في فلسطين بين آفـاق التنميـة والتحديـات المعـاصـرة
It is well known that the ordinary least squares (OLS) estimates in the regression model are efficient when the disturbances have mean zero, constant variance and are uncorrelated. In problems concerning time series, it ...