Results 241 to 250 of about 82,111 (284)

Approximations to the Distribution Functions of the Ordinary Least-Squares and Two-Stage Least-Squares Estimators in the Case of Two Included Endogenous Variables

Econometrica, 1973
This paper deals with single-equation estimators in a simultaneous system of linear stochastic equations and approximates the distribution function of the two-stage least-squares estimators up to terms whose order of magnitude is 1//N_, where N is the sample size.
openaire   +2 more sources

Theil–Sen Estimator vs. Ordinary Least Squares — Trend Analysis for Selected ETCCDI Climate Indices

, 2019
H. Chervenkov, K. Slavov
semanticscholar   +1 more source

A minimum matrix valued risk estimator combining restricted and ordinary least squares estimators

Communications in Statistics - Theory and Methods, 2023
Buatikan Mirezi, Selahattin Kaçıranlar, Nimet Ozbay   +2 more
exaly  

On equality of ordinary least squares estimator, best linear unbiased estimator and best linear unbiased predictor in the general linear model

, 2009
Yonghui Liu
semanticscholar   +1 more source

Comparisons of the r − k class estimator to the ordinary least squares estimator under the Pitman’s closeness criterion

, 2008
M. Özkale, Selahattin Kaçıranlar
semanticscholar   +1 more source

Bias in the ordinary least squares estimator in the dynamic linear regression model with autocorrelated disturbances

, 1987
B. Inder
semanticscholar   +1 more source

Temporal Aggregation and Ordinary Least Squares Estimation of Cointegrating Regressions [PDF]

, 2000
The paper derives the asymptotic distribution of the ordinary least squares estimator of cointegrating vectors with temporally aggregated time series. It is shown, that temporal aggregation reduces the bias and variance of the estimator for average sampling (temporal aggregation of flow series) and does not affect the limiting distribution for ...
openaire  

Improper use of the ordinary least squares estimator in the switching regression model

, 1984
Kurt Brännäs, S. Uhlin
semanticscholar   +1 more source

Optimal designs for regression models using the second-order least squares estimator

, 2018
Yue Yin, Julie Zhou
semanticscholar   +1 more source

D-optimal designs based on the second-order least squares estimator

, 2017
Lucy L. Gao, Julie Zhou
semanticscholar   +1 more source