๐”– Bobbio Scriptorium
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When Infinite Regresses Are Not Vicious

โœ Scribed by PETER KLEIN


Book ID
118089974
Publisher
John Wiley and Sons
Year
2003
Tongue
English
Weight
646 KB
Volume
66
Category
Article
ISSN
0031-8205

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Regression forecasts when disturbances a
โœ Terry E. Dielman ๐Ÿ“‚ Article ๐Ÿ“… 1985 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 538 KB

A Monte Carlo simulation is used to study the quality of forecasts obtained from regression models with various degrees of autocorrelation present in the disturbances. The methods used to estimate the model parameters include least squares, full maximum likelihood, Prais-Winsten, Cochrane-Orcutt and