Second-order least-squares estimation for regression models with autocorrelated errors-Reference-Cited by-同舟云学术

Second-order least-squares estimation for regression models with autocorrelated errors

Published:2013-12-14 Issue:5 Volume:29 Page:931-943
ISSN:0943-4062
Container-title:Computational Statistics
language:en
Short-container-title:Comput Stat

Author:

Rosadi Dedi,Peiris Shelton

Publisher

Springer Science and Business Media LLC

Subject

Computational Mathematics,Statistics, Probability and Uncertainty,Statistics and Probability

Link

http://link.springer.com/content/pdf/10.1007/s00180-013-0470-1.pdf

Reference19 articles.

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3. Abarin T, Wang L (2009) Second-order least squares estimation of censored regression models. J Stat Plan Inference 139:125–135

4. Amemiya T (1973) Regression analysis when the dependent variable is truncated normal. Econometrica 41:997–1016

5. Chen X, Tsao M, Zhou J (2011) Robust second-order least-squares estimator for regression models. Stat Pap. doi: 10.1007/s00362-010-0343-4

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