Search Results - subject:"Least mean square algorithm" - EconBiz

The equality between linear transforms of ordinary least squares and best linear unbiased estimator

Groß, Jürgen; Trenkler, Götz - 1998

The best linear unbiased estimator BLUE (CXb) of a linear transform CX b in the general Gauss-Markov model (y, E (y) = X b Cov (y) =a2v) is the linear transform C BLUE (Xb) of the best linear unbiased estimator BLUE (Xb) of Xb. Similarly, for the ordinary least squares estimator OLSE (CXb) = C...

Persistent link: https://www.econbiz.de/10010467706

The equality of OLS and GLS estimators in the linear regression model when the disturbances are spatially correlated

Gotu, Butte - 1998

Necessary and sufficient conditions for the equality of ordinary least squares and generalized least squares estimators in the linear regression model with firstorder spatial error processes are given.

Persistent link: https://www.econbiz.de/10010438763

Kausalmodellierung mit Partial Least Squares : eine anwendungsorientierte Einführung

Huber, Frank (contributor); Huber, Frank (contributor) - 2007 - 1. Aufl.

Persistent link: https://www.econbiz.de/10014006785

Estimating long-run elasticities of Jordanian import demand function: 1980 - 2004 : an application of dynamic OLS

Hussain, Majeed Ali - In: Applied econometrics and international development 7 (2007) 2, pp. 171-178

Persistent link: https://www.econbiz.de/10003979416

Estimating average marginal effects in nonseparable structural systems

Schennach, Susanne M.; White, Halbert; Chalak, Karim - 2007

Persistent link: https://www.econbiz.de/10003839602

Performance of differential evolution method in least squares fitting of some typical nonlinear curves

Mishra, S. K. - In: Journal of quantitative economics : official journal of … 5 (2007) 1, pp. 140-177

Persistent link: https://www.econbiz.de/10003674435

Identifying causal paths between health and socio-economic status : evidence from European older workforce surveys

Cavaco, Sandra (contributor); … - 2007

Persistent link: https://www.econbiz.de/10003530002

On the asymptotic bias of OLS in dynamic regression models with autocorrelated errors

Stocker, Toni - In: Statistical papers 48 (2007) 1, pp. 81-93

Persistent link: https://www.econbiz.de/10003365354

Risk comparison of the Stein-rule estimator in a linear regression model with omitted relevant regressors and multivariate t errors under the Pitman nearness criterion

Namba, Akio; Ohtani, Kazuhiro - In: Statistical papers 48 (2007) 1, pp. 151-162

Persistent link: https://www.econbiz.de/10003365355

Finite sample properties of estimators of spatial models with autoregressive, or moving average, disturbances and system feedback

Fingleton, Bernard; Le Gallo, Julie - In: Annales d'économie et de statistique 87/88 (2007), pp. 39-62

Persistent link: https://www.econbiz.de/10003803951

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