Inference in Linear  Models with  Auto Correlated Disturbances: Iterative Estimation for Autoregressive Models - J. Prabhakara Naik - Grāmatas - LAP LAMBERT Academic Publishing - 9783659504037 - 2014. gada 3. janvāris
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Inference in Linear Models with Auto Correlated Disturbances: Iterative Estimation for Autoregressive Models


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In the Present Book Chapter-I is an introductory one. It contains the general introduction about the problem of autocorrelation . Chapter-II presents statistical inferential problems in linear models. It explains the specification of classical linear regression model together with its estimation. Chapter-III describes the review about inferential methods in linear models under the problem of autocorrelation. Chapter-IV proposes some alternative inferential methods for linear model with autocorrelated disturbances. It uses the various types of residuals such as ordinary least squares, studentized and predicted residuals to develop alternative iterative estimation methods and tests for the autocorrelation. Chapter-V depicts the conclusions. Several selected references for the present book are given under the title 'BIBLIOGRAPHY'

Mediji Grāmatas     Paperback Book   (Grāmata ar mīksto vāku un līmēto muguru)
Izlaists 2014. gada 3. janvāris
ISBN13 9783659504037
Izdevēji LAP LAMBERT Academic Publishing
Lapas 144
Izmēri 150 × 220 × 10 mm   ·   233 g
Valoda Vācu