首页   按字顺浏览 期刊浏览 卷期浏览 Efficiency of Ordinary Least Squares for Linear Models with Autocorrelation
Efficiency of Ordinary Least Squares for Linear Models with Autocorrelation

 

作者: TerryE. Dielman,   RogerC. Pfaffenberger,  

 

期刊: Journal of the American Statistical Association  （Taylor Available online 1989）
卷期: Volume 84, issue 405  

页码: 248-248

 

ISSN:0162-1459

 

年代: 1989

 

DOI:10.1080/01621459.1989.10478762

 

出版商: Taylor & Francis Group

 

关键词: Least squares estimation;Monte Carlo simulation;Regression with autocorrelated errors

 

数据来源: Taylor

 

摘要:

This article provides a reconsideration of Kramer's (1980) results on least squares estimation in linear models with autocorrelated errors. Kramer's results are shown to be dependent on his measure of efficiency and to understate the advantages of correcting for autocorrelation.

 

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