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Inference in Linear Models with Auto Correlated Disturbances

Balasiddamuni Pagadala

ISBN 10: 3659504033 / ISBN 13: 9783659504037
Published by LAP Lambert Academic Publishing
New Condition: New Soft cover
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144 pages. Dimensions: 8.7in. x 5.9in. x 0.3in.In the Present Book Chapter-I is an introductory one. It contains the general introduction about the problem of autocorrelation . Chapter-II presents statistical inferential problems in linear models. It explains the specification of classical linear regression model together with its estimation. Chapter-III describes the review about inferential methods in linear models under the problem of autocorrelation. Chapter-IV proposes some alternative inferential methods for linear model with autocorrelated disturbances. It uses the various types of residuals such as ordinary least squares, studentized and predicted residuals to develop alternative iterative estimation methods and tests for the autocorrelation. Chapter-V depicts the conclusions. Several selected references for the present book are given under the title BIBLIOGRAPHY This item ships from multiple locations. Your book may arrive from Roseburg,OR, La Vergne,TN. Bookseller Inventory # 9783659504037

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Bibliographic Details

Title: Inference in Linear Models with Auto ...

Publisher: LAP Lambert Academic Publishing

Binding: Paperback

Book Condition:New

Book Type: Paperback

About this title

Synopsis:

In the Present Book Chapter-I is an introductory one. It contains the general introduction about the problem of autocorrelation . Chapter-II presents statistical inferential problems in linear models. It explains the specification of classical linear regression model together with its estimation. Chapter-III describes the review about inferential methods in linear models under the problem of autocorrelation. Chapter-IV proposes some alternative inferential methods for linear model with autocorrelated disturbances. It uses the various types of residuals such as ordinary least squares, studentized and predicted residuals to develop alternative iterative estimation methods and tests for the autocorrelation. Chapter-V depicts the conclusions. Several selected references for the present book are given under the title 'BIBLIOGRAPHY'

About the Author:

He is Presently working as a Reader in Jawahar Bharati Degree/P.G College (NACC-A Grade & CPE),Kavali.He has 27 years Teaching & Research Experience in the Field of Statistics.He Presented Several Research Papers Many more Conferences in all over India.He published Several Articles in Many Reputed Journals.

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