Inference in Linear Models With Auto Correlated Disturbances

M. V. Chalapathi Rao

ISBN 10: 3659504033 / ISBN 13: 9783659504037

Editore: LAP LAMBERT Academic Publishing Jan 2014, 2014

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This item is printed on demand - it takes 3-4 days longer - Neuware -In the Present Book Chapter-I is an introductory one. It contains the general introduction about the problem of autocorrelation . Chapter-II presents statistical inferential problems in linear models. It explains the specification of classical linear regression model together with its estimation. Chapter-III describes the review about inferential methods in linear models under the problem of autocorrelation. Chapter-IV proposes some alternative inferential methods for linear model with autocorrelated disturbances. It uses the various types of residuals such as ordinary least squares, studentized and predicted residuals to develop alternative iterative estimation methods and tests for the autocorrelation. Chapter-V depicts the conclusions. Several selected references for the present book are given under the title 'BIBLIOGRAPHY' 144 pp. Englisch.

Codice articolo 9783659504037

Dati bibliografici

• Titolo: Inference in Linear Models With Auto Correlated Disturbances
• Editore: LAP LAMBERT Academic Publishing Jan 2014
• Data di pubblicazione: 2014
• Lingua: Inglese
• ISBN 10: 3659504033
• ISBN 13: 9783659504037
• Rilegatura: Taschenbuch
• Condizione: Neu
• Dimensioni: 220 L x 150 A x 9 P (millimetri) 220 millimetri di larghezza per 150 millimetri di altezza per 9 millimetri di profondità
• Peso: 233 grammi

Descrizione articolo

Riassunto

In the Present Book Chapter-I is an introductory one. It contains the general introduction about the problem of autocorrelation . Chapter-II presents statistical inferential problems in linear models. It explains the specification of classical linear regression model together with its estimation. Chapter-III describes the review about inferential methods in linear models under the problem of autocorrelation. Chapter-IV proposes some alternative inferential methods for linear model with autocorrelated disturbances. It uses the various types of residuals such as ordinary least squares, studentized and predicted residuals to develop alternative iterative estimation methods and tests for the autocorrelation. Chapter-V depicts the conclusions. Several selected references for the present book are given under the title 'BIBLIOGRAPHY'

L'autore

He is Presently working as a Reader in Jawahar Bharati Degree/P.G College (NACC-A Grade & CPE),Kavali.He has 27 years Teaching & Research Experience in the Field of Statistics.He Presented Several Research Papers Many more Conferences in all over India.He published Several Articles in Many Reputed Journals.