Full-text resources of CEJSH and other databases are now available in the new Library of Science.
Visit https://bibliotekanauki.pl

Refine search results

Journals help

  1. 1 Studia Ekonomiczne

Years help

  1. 1 2017

Authors help

  1. 1 Rambally E.

Results found: 1

first rewind previous Page / 1 next fast forward last

Search results

Search:
in the keywords:  Bias of the LS estimator
help Sort By:

help Limit search:
first rewind previous Page / 1 next fast forward last
1
Publication available in full text mode
Content available

On bias of LS estimators of the parameters in autoregressive model AR(2)

100%
Rambally E.
Studia Ekonomiczne
|
2017
|
vol. 344
97-118
EN
In this article, presented the formula for bias of the conditional LS estimator of the parameters of autoregressive model of lag two with null constant parameter based on four observations. It has been shown that the crucial role in determining the bias of LS estimators in AR(2) models plays the random variable. The formula for the bias of the LS estimators is supplemented by its approximation with the boundary of the error of approximation.
PL
W artykule przedstawiono wzór na obciążenie warunkowego estymatora parametrów modelu autoregresji rzędu drugiego z uwzględnieniem czterech obserwacji. Wskazano na kluczową rolę zmiennej losowej. Dodatkowo obciążenie estymatora parametrów autoregresji wyrażono w formie przybliżonej i podano wzór na błąd takiego przybliżenia.
first rewind previous Page / 1 next fast forward last
JavaScript is turned off in your web browser. Turn it on to take full advantage of this site, then refresh the page.