Results 261 to 270 of about 3,850,693 (278)

Efficiency properties of feasible generalized least squares estimators in SURE models under non-normal disturbances

Journal of Econometrics, 1995
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Srivastava, V. K., Maekawa, Koichi
openaire   +2 more sources

IMPROVED AND EXTENDED END-OF-SAMPLE INSTABILITY TESTS USING A FEASIBLE QUASI-GENERALIZED LEAST SQUARES PROCEDURE

Econometric Theory, 2009
This paper extends the Andrews (2002,Econometrica71, 1661–1694) and Andrews and Kim (2006,Journal of Business & Economic Statistics24, 379–394) ordinary least squares–based end-of-sample instability tests for linear regression models. The author proposes to quasi-difference the data first using a consistent estimate of the sum of the autoregressive
openaire   +1 more source

Fiscal Policy and Economic Growth in Selected Sub-Saharan African Countries: Evidence from Feasible Generalized Least Squares Estimation

MODIBBO ADAMA INTERNATIONAL JOURNAL OF MANAGEMENT AND SOCIAL SCIENCES
This study examined the effect of fiscal policy on economic growth in fifteen selected Sub-Saharan African countries over the period 1996–2024. The study was motivated by persistent fiscal imbalances, unstable growth patterns, and weak macroeconomic performance despite the implementation of various fiscal reforms across the region.
Abubakar Mustapha, Sikiru Jimoh Babalola
openaire   +1 more source

Investor sentiment and energy futures predictability: Evidence from Feasible Quasi Generalized Least Squares

The North American Journal of Economics and Finance, 2022
Ismail Fasanya, Oluwasegun Adekoya, Oluwatomisin Oyewole, Soliu Adegboyega   +3 more
openaire   +1 more source

Forecasting stock prices with commodity prices: New evidence from Feasible Quasi Generalized Least Squares (FQGLS) with non-linearities

Economic Systems, 2023
Ismail O. Fasanya, Oluwasegun Adekoya, Ridwan Sonola   +2 more
openaire   +1 more source

Fitting generalized logistic distribution by least squares based on the logistic transformation of order statistics

Communications in Statistics - Theory and Methods, 2023
Weihu Cheng, Haiqing Chen
exaly  

Least Squares Estimation of the Parameters of the Generalized Lambda Distribution

Technometrics, 1985
Robert F Dale
exaly   +2 more sources

Preconditioned conjugate gradient method for generalized least squares problems

Journal of Computational and Applied Mathematics, 1996
J Y Yuan
exaly  

Approximate F-tests of multiple degree of freedom hypotheses in generalized least squares analyses of unbalanced split-plot experiments

Journal of Statistical Computation and Simulation, 1996
Paul L Cornelius
exaly  

Numerical methods for generalized least squares problems

Journal of Computational and Applied Mathematics, 1996
Jin Yun Yuan
exaly