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)

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2016-09-13

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Akama University USA

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Keywords

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

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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

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

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