Open AccessEstimation of the parameters of linear regression model with autocorrelated error terms which are also correlated with the regressor
Author(s) -
JO Olaomi
Publication year - 2007
Publication title -
global journal of pure and applied sciences.
Language(s) - English
Resource type - Journals
ISSN - 1118-0579
DOI - 10.4314/gjpas.v13i2.16700
Subject(s) - autocorrelation , statistics , linear regression , mathematics , regression , regression analysis , estimation , econometrics , linear model , engineering , systems engineering