Robust Estimation in Auto-regression Random Coefficient Model
نویسندگان
چکیده
منابع مشابه
Robust Estimators for Random Coefficient Regression Models
Random coefficient regression models have received considerable attention, especially from econometricians. Previous work has assumed that the coefficients have normal distributions. The variances of the coefficients have, in previous papers, been estimated by maximum likelihood or by least squares methodology applied to the squared residuals from a preliminary (unweighted) fit. Maximum likelih...
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ژورنال
عنوان ژورنال: Science and Education of the Bauman MSTU
سال: 2016
ISSN: 1994-0408
DOI: 10.7463/0916.0844976