Variation Comparison of OLS and GLS Estimators using Monte Carlo Simulation of Linear Regression Model with Autoregressive Scheme
In this research we discusses to Ordinary Least Squares and Generalized Least Squares techniques and estimate with First Order Autoregressive scheme from different correlation levels by using simple linear regression model. A comparison has been made between these two methods on the basis of varian...
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| Main Authors: | , , , |
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| Format: | Article |
| Language: | English |
| Published: |
Qubahan
2021-02-01
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| Series: | Qubahan Academic Journal |
| Subjects: | |
| Online Access: | https://journal.qubahan.com/index.php/qaj/article/view/22 |
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