Second-order least-squares estimation for regression models with autocorrelated errors
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DOI: 10.1007/s00180-013-0470-1
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Cited by:
- Mustafa Salamh & Liqun Wang, 2021. "Second-Order Least Squares Estimation in Nonlinear Time Series Models with ARCH Errors," Econometrics, MDPI, vol. 9(4), pages 1-17, November.
- D. Rosadi & P. Filzmoser, 2019. "Robust second-order least-squares estimation for regression models with autoregressive errors," Statistical Papers, Springer, vol. 60(1), pages 105-122, February.
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Keywords
Second-order least square; Asymptotic normality; Regression model; Autocorrelated errors; Ordinary least square; Generalized least square; Consistency;All these keywords.
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