The efficiency of OLS in the presence of auto-correlated disturbances in regression models

field_of_study

Math

university

Islamic University of Gaza

authors

Safi, S.; White, A.

authors_full_names

Safi, Samir K. (14628004100); White, Alexander (55473147500)

authors_id

14628004100; 55473147500

year

2006

source_title

Journal of Modern Applied Statistical Methods

article_title

The efficiency of OLS in the presence of auto-correlated disturbances in regression models

volume

5

issue

1

page_start

106

page_end

116

publisher

Wayne State University

affiliations

Department of Mathematics and Statistics, James Madison University, Harrisonburg, VA, United States; Department of Mathematics and Statistics, Texas State University, San Marcos, TX, United States; Department of Statistics, Islamic University of Gaza, Gaza, Palestine

authors_with_affiliations

Safi, Samir K., Department of Mathematics and Statistics, James Madison University, Harrisonburg, VA, United States, Department of Statistics, Islamic University of Gaza, Gaza, Palestine; White, Alexander, Department of Mathematics and Statistics, Texas State University, San Marcos, TX, United States,

cited_by

7

doi

10.22237/jmasm/1146456540