Estimation in a linear model with serially correlated errors when observations are missing

C. R. McKenzie, C. A. Kapuscinski

Research output: Contribution to journalArticle

2 Citations (Scopus)

Abstract

This paper compares the asymptotic efficiency of a number of two step estimators developed for estimating a static linear regression model with serially correlated errors when some observations are missing. A Monte Carlo simulation is used to illustrate the results in small samples.

Original languageEnglish
Pages (from-to)1-9
Number of pages9
JournalMathematics and Computers in Simulation
Volume44
Issue number1
DOIs
Publication statusPublished - 1997 May

ASJC Scopus subject areas

  • Theoretical Computer Science
  • Computer Science(all)
  • Numerical Analysis
  • Modelling and Simulation
  • Applied Mathematics

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