This study examines the endogeneity effect on autoregressive linear models of AR (1) in
small samples, making use of the Ordinary Least Square (OLS) estimator, Two-Stage Least …

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 …

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 …