Prais-Winsten algorithm for regression with second or higher order autoregressive errors
Year of publication: |
2021
|
---|---|
Authors: | Vougas, Dimitrios V. |
Published in: |
Econometrics : open access journal. - Basel : MDPI, ISSN 2225-1146, ZDB-ID 2717594-7. - Vol. 9.2021, 3, Art.-No. 32, p. 1-6
|
Subject: | autoregressive errors | exact NLS | fast zig-zag algorithm | linear regression | Prais-Winsten algorithm | unconditional ML | Regressionsanalyse | Regression analysis | Algorithmus | Algorithm | Schätztheorie | Estimation theory | Statistischer Fehler | Statistical error | Mathematische Optimierung | Mathematical programming |
Type of publication: | Article |
---|---|
Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.3390/econometrics9030032 [DOI] hdl:10419/247622 [Handle] |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Prais-Winsten algorithm for regression with second or higher order autoregressive errors
Vougas, Dimitrios V., (2021)
-
Proportional volume sampling and approximation algorithms for a-optimal design
Nikolov, Aleksandar, (2022)
-
Hayakawa, Kazuhiko, (2022)
- More ...
-
The efficiency of Greek stock index futures market
Floros, Christos, (2008)
-
Generalized least squares transformation and estimation with autoregressive error
Vougas, Dimitrios V., (2008)
-
Vougas, Dimitrios V., (2006)
- More ...