First Order Autoregression: Least-Squares Estimator and Moments of the Noncircular Serial Correlation Coefficient | ||||
| The Egyptian Statistical Journal | ||||
| Article 1, Volume 20, Issue 2, December 1976, Page 15-28 | ||||
| Document Type: Original Article | ||||
| DOI: 10.21608/esju.1976.315753 | ||||
 View on SCiNiTO | ||||
| Author | ||||
| Ahmed Hassan Abdel-Razek | ||||
| Abstract | ||||
| The problem can be reduced to the statistical treatment of linear stochastic difference equations and the estimation of distributed lags. A simple illustration for the moment- generating functions of the noncircular serial correlation coefficient is given in the case of linear stochastic difference equation without exogenous variables and also when the linear model contains an intercept term. | ||||
| Keywords | ||||
| First Order Autoregression; Least Squares Estimator - Noncircular Serial Correlation Coefficient - Linear Stochastic Difference Equation | ||||
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Statistics Article View: 19 |
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