On regression model selection for the data with correlated errors
β Scribed by Wen Hsiang Wei
- Publisher
- Springer Japan
- Year
- 2007
- Tongue
- English
- Weight
- 222 KB
- Volume
- 61
- Category
- Article
- ISSN
- 0020-3157
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## Abstract The authors consider a semiparametric partially linear regression model with serially correlated errors. They propose a new way of estimating the error structure which has the advantage that it does not involve any nonparametric estimation. This allows them to develop an inference proce
For polynomial regression models with spatially correlated errors, the covariance matrix of the ordinary least-squares estimator (OLSE) is shown to have the same limiting value as that of the generalized least-squares estimator (GLSE) under the same normalization. This implies that the OLSE is asymp