Journal of Engineering and Applied Sciences

Year: 2019
Volume: 14
Issue: 19
Page No. 7072 - 7076

Comparison of Estimate Methods of Multiple Linear Regression Model with Auto-Correlated Errors when the Error Distributed with General Logistic

Authors : Ebtisam K. Abdulah, Ahmed D. Ahmed and Baydaa I. Aboulwahhab


Ahmed, A., 2015. Comparison between some of estimation methods of multiple linear regression model with auto correlated errors. J. Econ. Administrative Sci., 21: 675-686.

Ayinde, K., A.F. Lukman and O.T. Arowolo, 2015. Combined parameters estimation methods of linear regression model with multicollinearity and autocorrelation. J. Asian Sci. Res., 5: 243-250.
CrossRef  |  Direct Link  |  

Beach, C.M. and J.S. Mackinnon, 1978. A maximum likelihood procedure for regression with autocorrelated errors. Econometrica, 46: 51-58.
CrossRef  |  Direct Link  |  

Chib, S., 1993. Bayes regression with autoregressive errors: A Gibbs sampling approach. J. Econ., 58: 275-294.
CrossRef  |  Direct Link  |  

Dietz, J., 1986. A comparison of robust estimators in simple linear regression. Master Thesis, Institute of Statistics Mimeograph Series, North Caroline State University, Raleigh, North Carolina.

Tiku, M.L., W.K. Wong, D.C. Vaughan and G. Bian, 2000. Time series models in non‚Äźnormal situations: Symmetric innovations. J. Time Ser. Anal., 21: 571-596.
CrossRef  |  Direct Link  |  

Design and power by Medwell Web Development Team. © Medwell Publishing 2022 All Rights Reserved