Browsing Magister Scientiae - MSc (Statistics and Population Studies) by Subject "Box-Jenkins modelling"
Now showing items 1-1 of 1
-
Location-based estimation of the autoregressive coefficient in ARX(1) models
(University of the Western Cape, 2006)In recent years, two estimators have been proposed to correct the bias exhibited by the leastsquares (LS) estimator of the lagged dependent variable (LDV) coefficient in dynamic regression models when the sample is finite. ...