Prediction in regression with autocorrelated normal and non-normal errors
作者： Saleh Amirkhalkhali , U.L. Gouranga Rao
DOI: 10.1080/03610918608812500
关键词:
摘要: This simulation study focuses on the relative small sample properties of some widely applied predictors in regression with AR(1) errors where there are allowed to follow normal and non-normal distributions. The conclusions are: all considered significantly unbiased; performances predictors, from efficiency point view, seemed insensitive nature error distribution; standard computed asymptotic formulas very useful for purposes inference under assumed
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