✦ LIBER ✦

On the efficiency of the Cochrane-Orcutt estimator

✍ Scribed by William E Taylor

Publisher: Elsevier Science
Year: 1981
Tongue: English
Weight: 825 KB
Volume: 17
Category: Article
ISSN: 0304-4076
DOI: 10.1016/0304-4076(81)90059-2

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

A note on the efficiency of the cochrane

A note on the efficiency of the cochrane-orcutt estimator of the ar(1) regression model

✍ Daniel L. Thornton 📂 Article 📅 1987 🏛 Elsevier Science 🌐 English ⚖ 450 KB

Small sample and efficiency results for

Small sample and efficiency results for the Nelson-Aalen estimator

✍ Edsel A. Peña; Vijay K. Rohatgi 📂 Article 📅 1993 🏛 Elsevier Science 🌐 English ⚖ 673 KB

A note on the super efficient estimator

✍ B.K. Kale 📂 Article 📅 1985 🏛 Elsevier Science 🌐 English ⚖ 254 KB

Influence Function and Efficiency of the

Influence Function and Efficiency of the Minimum Covariance Determinant Scatter Matrix Estimator

✍ Christophe Croux; Gentiane Haesbroeck 📂 Article 📅 1999 🏛 Elsevier Science 🌐 English ⚖ 406 KB

Efficiency and Robustness of a Resamplin

Efficiency and Robustness of a Resampling M-Estimator in the Linear Model

✍ Feifang Hu 📂 Article 📅 2001 🏛 Elsevier Science 🌐 English ⚖ 156 KB

In the literature, there are basically two kinds of resampling methods for least squares estimation in linear models; the E-type (the efficient ones like the classical bootstrap), which is more efficient when error variables are homogeneous, and the R-type (the robust ones like the jackknife), which

Efficiency of the two-step estimator for

Efficiency of the two-step estimator for models with endogenous sample selection

✍ Forrest D. Nelson 📂 Article 📅 1984 🏛 Elsevier Science 🌐 English ⚖ 956 KB