Prais-Winsten algorithm for regression with second or higher order autoregressive errors
Year of publication: |
2021
|
---|---|
Authors: | Vougas, Dimitrios V. |
Published in: |
Econometrics. - Basel : MDPI, ISSN 2225-1146. - Vol. 9.2021, 3, p. 1-6
|
Publisher: |
Basel : MDPI |
Subject: | autoregressive errors | exact NLS | fast zig-zag algorithm | linear regression | Prais-Winsten algorithm | unconditional ML |
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