Location-based estimation of the autoregressive coefficient in ARX(1) models.
<p>In recent years, two estimators have been proposed to correct the bias exhibited by the leastsquares (LS) estimator of the lagged dependent variable (LDV) coefficient in dynamic regression models when the sample is finite. They have been termed as &lsquo === mean-unbiased&rsquo ===...
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| Format: | Others |
| Language: | English |
| Published: |
2006
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| Online Access: | http://etd.uwc.ac.za/index.php?module=etd&action=viewtitle&id=gen8Srv25Nme4_9551_1186751947 |