Properties of the coefficient estimators for the linear regression model with heteroskedastic error term
In this paper we present estimated generalized least squares (EGLS) estimator for the coefficient vector β in the linear regression model y = βX + ε, where disturbance term can be heteroskedastic. For the heteroskedasticity of the changed segment type, using Monte-Carlo method, we investigate empir...
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| Principais autores: | , |
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| Formato: | Artigo |
| Idioma: | Inglês |
| Publicado: |
Vilnius University Press
2023-09-01
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| Series: | Lietuvos Matematikos Rinkinys |
| Assuntos: | |
| Acceso en liña: | https://test.zurnalai.vu.lt/LMR/article/view/30725 |
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