Robust estimation technique and robust autocorrelation diagnostic for multiple Linear Regression Model with autocorrelated errors
Autocorrelated errors cause the Ordinary Least Squares (OLS) estimators to become inefficient. Hence, it is very essential to detect the autocorrelated errors. The Breusch-Godfrey (BG) test is the most commonly used test for detection of autocorrelated errors. Since this test is easily affected by...
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| Формат: | Thesis |
| Язык: | English |
| Опубликовано: |
2014
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| Online-ссылка: | http://ethesis.upm.edu.my/id/eprint/7930/1/FS%202014%209.pdf |
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