On the robust parameter estimation for linear model with autocorrelated errors

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On the robust parameter estimation for linear model with autocorrelated errors

The Ordinary Least Squares (OLS) estimates become inefficient in the presence of autocorrelation problems. The Cochrane-Orcutt Prais-Winsten iterative method (COPW) is the most commonly used remedial measure to remedy this problem. However, this procedure is based on the OLS estimates, which is not...

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Bibliographic Details
Main Authors:	Midi, Habshah, Lim, Hock Ann, Rana, Md. Sohel
Format:	Article
Language:	English English
Published:	American Scientific Publishers 2013
Online Access:	http://psasir.upm.edu.my/id/eprint/30343/ http://psasir.upm.edu.my/id/eprint/30343/1/On%20the%20robust%20parameter%20estimation%20for%20linear%20model%20with%20autocorrelated%20errors.pdf

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