### 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 language | English |
---|---|

Pages (from-to) | 1-9 |

Number of pages | 9 |

Journal | Mathematics and Computers in Simulation |

Volume | 44 |

Issue number | 1 |

Publication status | Published - 1997 May |

Externally published | Yes |

### Fingerprint

### ASJC Scopus subject areas

- Information Systems and Management
- Control and Systems Engineering
- Applied Mathematics
- Computational Mathematics
- Modelling and Simulation

### Cite this

*Mathematics and Computers in Simulation*,

*44*(1), 1-9.

**Estimation in a linear model with serially correlated errors when observations are missing.** / Mckenzie, Colin R; Kapuscinski, C. A.

Research output: Contribution to journal › Article

*Mathematics and Computers in Simulation*, vol. 44, no. 1, pp. 1-9.

}

TY - JOUR

T1 - Estimation in a linear model with serially correlated errors when observations are missing

AU - Mckenzie, Colin R

AU - Kapuscinski, C. A.

PY - 1997/5

Y1 - 1997/5

N2 - 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.

AB - 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.

UR - http://www.scopus.com/inward/record.url?scp=0031141472&partnerID=8YFLogxK

UR - http://www.scopus.com/inward/citedby.url?scp=0031141472&partnerID=8YFLogxK

M3 - Article

AN - SCOPUS:0031141472

VL - 44

SP - 1

EP - 9

JO - Mathematics and Computers in Simulation

JF - Mathematics and Computers in Simulation

SN - 0378-4754

IS - 1

ER -