Matches in SemOpenAlex for { <https://semopenalex.org/work/W3124302148> ?p ?o ?g. }
Showing items 1 to 73 of
73
with 100 items per page.
- W3124302148 abstract "In this paper, we study the limiting distributions for the ordinary least squares (OLS), the fixed effects (FE), first difference (FD), and the generalized least squares (GLS) estimators in a linear time trend regression with a one-way error component model in the presence of serially correlated errors. We show that when the error term is I(0), the FE is asymptotically equivalent to GLS. However, when the error term is I(1), the GLS could be less efficient than FD or FE estimators and FD is the most efficient estimator. However, when the intercept is included in the model and the error term is I(0), the OLS, FE, and GLS are asymptotically equivalent. The limiting distribution of the GLS depends on the initial condition significantly when the error term is I(1) and an intercept is included in the regression. Monte Carlo experiments are employed to compare the performance of these estimators in finite samples. The main findings are: (1) the two-steps GLS estimators perform well if the variance component is small and close to zero when autocorrelation coefficient is less than one, (2) the FD estimator dominates the other estimators when autocorrelation coefficient equals to one for all values of variance component and (3) the FE estimator is recommended in practice since it performs pretty well for all values of the autocorrelation coefficient and variance component." @default.
- W3124302148 created "2021-02-01" @default.
- W3124302148 creator A5056798487 @default.
- W3124302148 creator A5065511428 @default.
- W3124302148 date "1998-01-01" @default.
- W3124302148 modified "2023-09-26" @default.
- W3124302148 title "On the Estimation of a Linear Time Trend Regression with a One- Way Error Component Model in the Presence of Serially Correlated Errors" @default.
- W3124302148 hasPublicationYear "1998" @default.
- W3124302148 type Work @default.
- W3124302148 sameAs 3124302148 @default.
- W3124302148 citedByCount "0" @default.
- W3124302148 crossrefType "posted-content" @default.
- W3124302148 hasAuthorship W3124302148A5056798487 @default.
- W3124302148 hasAuthorship W3124302148A5065511428 @default.
- W3124302148 hasConcept C105795698 @default.
- W3124302148 hasConcept C121332964 @default.
- W3124302148 hasConcept C168167062 @default.
- W3124302148 hasConcept C185429906 @default.
- W3124302148 hasConcept C188649462 @default.
- W3124302148 hasConcept C19499675 @default.
- W3124302148 hasConcept C28826006 @default.
- W3124302148 hasConcept C33923547 @default.
- W3124302148 hasConcept C48921125 @default.
- W3124302148 hasConcept C5297727 @default.
- W3124302148 hasConcept C61797465 @default.
- W3124302148 hasConcept C62520636 @default.
- W3124302148 hasConcept C65778772 @default.
- W3124302148 hasConcept C97355855 @default.
- W3124302148 hasConcept C9936470 @default.
- W3124302148 hasConcept C99656134 @default.
- W3124302148 hasConceptScore W3124302148C105795698 @default.
- W3124302148 hasConceptScore W3124302148C121332964 @default.
- W3124302148 hasConceptScore W3124302148C168167062 @default.
- W3124302148 hasConceptScore W3124302148C185429906 @default.
- W3124302148 hasConceptScore W3124302148C188649462 @default.
- W3124302148 hasConceptScore W3124302148C19499675 @default.
- W3124302148 hasConceptScore W3124302148C28826006 @default.
- W3124302148 hasConceptScore W3124302148C33923547 @default.
- W3124302148 hasConceptScore W3124302148C48921125 @default.
- W3124302148 hasConceptScore W3124302148C5297727 @default.
- W3124302148 hasConceptScore W3124302148C61797465 @default.
- W3124302148 hasConceptScore W3124302148C62520636 @default.
- W3124302148 hasConceptScore W3124302148C65778772 @default.
- W3124302148 hasConceptScore W3124302148C97355855 @default.
- W3124302148 hasConceptScore W3124302148C9936470 @default.
- W3124302148 hasConceptScore W3124302148C99656134 @default.
- W3124302148 hasLocation W31243021481 @default.
- W3124302148 hasOpenAccess W3124302148 @default.
- W3124302148 hasPrimaryLocation W31243021481 @default.
- W3124302148 hasRelatedWork W112454928 @default.
- W3124302148 hasRelatedWork W1519516465 @default.
- W3124302148 hasRelatedWork W1980093117 @default.
- W3124302148 hasRelatedWork W1980527515 @default.
- W3124302148 hasRelatedWork W2021298725 @default.
- W3124302148 hasRelatedWork W2023002639 @default.
- W3124302148 hasRelatedWork W2024694457 @default.
- W3124302148 hasRelatedWork W2048151072 @default.
- W3124302148 hasRelatedWork W2062682332 @default.
- W3124302148 hasRelatedWork W2068038572 @default.
- W3124302148 hasRelatedWork W2085388426 @default.
- W3124302148 hasRelatedWork W2088170796 @default.
- W3124302148 hasRelatedWork W2091850751 @default.
- W3124302148 hasRelatedWork W2097880783 @default.
- W3124302148 hasRelatedWork W2104842913 @default.
- W3124302148 hasRelatedWork W2115109209 @default.
- W3124302148 hasRelatedWork W2156031868 @default.
- W3124302148 hasRelatedWork W2317327750 @default.
- W3124302148 hasRelatedWork W3118544984 @default.
- W3124302148 hasRelatedWork W1865197123 @default.
- W3124302148 isParatext "false" @default.
- W3124302148 isRetracted "false" @default.
- W3124302148 magId "3124302148" @default.
- W3124302148 workType "article" @default.