Liu Estimates and Influence Analysis in Regression Models with Stochastic Linear Restrictions and AR (1) Errors
In the linear regression models with AR (1) error structure when collinearity exists, stochastic linear restrictions or modifications of biased estimators (including Liu estimators) can be used to reduce the estimated variance of the regression coefficients estimates. In this paper, the combination...
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| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
University of Tehran
2019-07-01
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| Series: | Journal of Sciences, Islamic Republic of Iran |
| Subjects: | |
| Online Access: | https://jsciences.ut.ac.ir/article_71760_85030dff5e3f5a47965027bfddd9f1c1.pdf |
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