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Using GLS to Generate Forecasts in Regression Models with Autocorrelated Disturbances with simulation and Palestinian Market Index Data.
(2014)
This paper involves an important statistical problem concerning forecasting in regression models in time series processes. It is well known that the most famous method of estimating and forecasting is the Ordinary Least ...
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 ...