Inference in Linear Models With Auto Correlated Disturbances

Language: English

Published by LAP LAMBERT Academic Publishing Jan 2014, 2014

3659504033 / 9783659504037

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This item is printed on demand - Print on Demand Titel. Neuware -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'VDM Verlag, Dudweiler Landstraße 99, 66123 Saarbrücken 144 pp. Englisch.

Seller Inventory # 9783659504037

Title
Inference in Linear Models With Auto Correlated Disturbances
Author
M. V. Chalapathi Rao
Publisher
LAP LAMBERT Academic Publishing Jan 2014
Publication year
2014
Condition
Neu
Binding
Taschenbuch
Language
English
ISBN 10
3659504033
ISBN 13
9783659504037
Item weight
233 grams
Dimensions
220x150x10 mm

buchversandmimpf2000

Emtmannsberg, BAYE, Germany

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