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- W2051291847 abstract "The mean square error approximation method of Nagar is applied to the iterated Prais-Winsten and (iterated) maximum likelihood estimators of regression coefficients in the model with AR(1) disturbances. Their mean square errors are found to equal that of the two-stage Prais-Winsten estimator at the second-order level of approximation." @default.
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- W2051291847 date "1985-09-01" @default.
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- W2051291847 title "Efficiency of iterative estimators in the regression model with AR(1) disturbances" @default.
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- W2051291847 doi "https://doi.org/10.1016/0304-4076(85)90156-3" @default.
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