Inference in Linear Models With Auto Correlated Disturbances

Released on by M. V. Chalapathi Rao
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  • Inference in Linear Models With Auto Correlated Disturbances Book Detail

  • Author : M. V. Chalapathi Rao
  • Release Date : 2014-01
  • Publisher : LAP Lambert Academic Publishing
  • Genre :
  • Pages : 144
  • ISBN 13 : 9783659504037
  • File Size : 16,16 MB
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Inference in Linear Models With Auto Correlated Disturbances by M. V. Chalapathi Rao PDF Summary

Book Description: 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'

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