Robustness Test of Selected Estimators of Linear Regression with Autocorrelated Error Term: A Monte-Carlo Simulation Study
Rauf Ibrahim Rauf, Okoli Juliana Ifeyinwa & Haruna Umar Yahaya · Asian Journal of Probability and Statistics · 2021
Assumptions in the classical linear regression model include that of lack of autocorrelation of the error terms and the zero covariance between the explanatory variable and the error terms. This study is channeled towards the estimation of the parameters of the linear models for...
Open access
Research Article
10.9734/ajpas/2021/v15i230348