This paper proposes a new estimator called Two stage KL estimator by combining these two
estimators previously proposed by Prais Winsten (1958) and Kibra with Lukman (2020) for …

Spline smoothing is a technique used to filter out noise in time series observations when
predicting nonparametric regression models. Its performance depends on the choice of …

In a classical multiple linear regression analysis, multicollinearity and autocorrelation are
two main basic assumption violation problems. When multicollinearity exists, biased …

This study compares the estimators of linear model when the least square assumptions of
independence of the error terms and the zero correlation between the regressor and the …

Assumptions in the classical normal linear regression model include that of lack of
autocorrelation of the error terms and the zero covariance between the explanatory variable …

Assumptions in the classical normal linear regression model include that of lack of
autocorrelation of the error terms and the zero covariance between the explanatory variable …

STAR models have been applied in econometric time series, finance and economics. The
model represents quite well the two faces of market structure: bull and bear, or expansion …

In this study, we conduct several Monte-Carlo experiments to examine the sensitivity of the
efficiency of FGLS estimators relative to OLS using the Variance and RMSE criteria, in the …