Browsing Faculty of Natural Science by Author "Kamanu, Timothy Kevin Kuria"
Now showing items 1-1 of 1
-
Location-based estimation of the autoregressive coefficient in ARX(1) models
Kamanu, Timothy Kevin Kuria (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. ...