Performances of Ordinary and Generalized Least Squares Estimators on Multiple Linear Regression Models with Heteroscedasticity

Adejumo, Adebowale Olusola; Job, O; Isaac, T. D; Oyejola, B. A

Performances of Ordinary and Generalized Least Squares Estimators on Multiple Linear Regression Models with Heteroscedasticity

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PJST17_1_68_AOA_JOB_16.pdf (519.54 KB)

Date

2016-09-13

Authors

Adejumo, Adebowale Olusola

Job, O

Isaac, T. D

Oyejola, B. A

Publisher

Akama University USA

Keywords

heteroscedasticity , ordinary least squares , generalized least squares , stochastic error term , magnitude , characterization , Monte Carlo , simulation

Citation

Adejumo, A. O; Job, O.; Isaac, T. D and Oyejola, B. A. (2016). Performances of Ordinary and Generalized Least Squares Estimators on Multiple Linear Regression Models with Heteroscedasticity. Pacific Journal of Science and Technology. 17(1), 68 - 78. Published by Akama University USA. http://www.akamaiuniversity.us/PJST17_1_68.pdf

URI

http://hdl.handle.net/123456789/1405

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Performances of Ordinary and Generalized Least Squares Estimators on Multiple Linear Regression Models with Heteroscedasticity

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