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Monday, May 4, 2020 | History

2 edition of Estimating the autocorrelated error model with trended data found in the catalog.

Estimating the autocorrelated error model with trended data

Rolla Edward Park

Estimating the autocorrelated error model with trended data

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Published by Rand in Santa Monica, CA .
Written in English

    Subjects:
  • Educational statistics.

  • Edition Notes

    Statementprepared for the National Institute of Education [by] Rolla Edward Park, Bridger M. Mitchell.
    Series[Report] - Rand Corporation ; R-2273-NIE/RC
    ContributionsMitchell, Bridger M., joint author., National Institute of Education (U.S.)
    Classifications
    LC ClassificationsAS36 .R3 R-2273, LB2846 .R3 R-2273
    The Physical Object
    Paginationvii, 25 p. ;
    Number of Pages25
    ID Numbers
    Open LibraryOL4757616M
    LC Control Number78103988


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Estimating the autocorrelated error model with trended data by Rolla Edward Park Download PDF EPUB FB2

After estimating the parameter vector based on observed price data, the er rors are obtained. The reader might get bene t from the study of Maqsood and Burney ()f o rc h e c k i n gt h e.

Autocorrelated errors during forecast intervals are likely to impact the performance of harvest strategies (Wiedenmann et al., ), but it remains unclear whether the magnitude of improvements.

Item Type: MPRA Paper Institution: University of Bologna: Original Title: Estimating regressions and seemingly unrelated regressions with error component disturbances. 3 Sargan () was the first to view (3) as a restricted version of a more general model: yt = α1yt−1 +β 0 xt +β (5) 1 xt−1 +ut,t∈T, known as the Dynamic Linear Regression Model (DLRM), where the .