Inference in Linear Models With Auto Correlated Disturbances | Iterative Estimation for Autoregressive models

M. V. Chalapathi Rao (u. a.)

ISBN 10: 3659504033 / ISBN 13: 9783659504037

Published by LAP LAMBERT Academic Publishing, 2014

Inference in Linear Models With Auto Correlated Disturbances | Iterative Estimation for Autoregressive models | M. V. Chalapathi Rao (u. a.) | Taschenbuch | 144 S. | Englisch | 2014 | LAP LAMBERT Academic Publishing | EAN 9783659504037 | Verantwortliche Person für die EU: preigu GmbH & Co. KG, Lengericher Landstr. 19, 49078 Osnabrück, mail[at]preigu[dot]de | Anbieter: preigu. Seller Inventory # 105502880

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.

Bibliographic Details

Title: Inference in Linear Models With Auto ...
Publisher: LAP LAMBERT Academic Publishing
Publication Date: 2014
Binding: Taschenbuch
Condition: Neu