A Note on the Performance of Biased Estimators with Autocorrelated Errors
It is a well-established fact in regression analysis that multicollinearity and autocorrelated errors have adverse effects on the properties of the least squares estimator. Huang and Yang (2015) and Chandra and Tyagi (2016) studied the PCTP estimator and the r-(k,d) class estimator, respectively, to...
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| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Wiley
2017-01-01
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| Series: | International Journal of Mathematics and Mathematical Sciences |
| Online Access: | http://dx.doi.org/10.1155/2017/2045653 |
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