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| Article Name : | | | ESTIMATION IN THE PRESENCE OF ERRORS IN VARIABLES AND AUTOCORRELATED DISTURBANCES | | Author Name : | | | V. Kodandarami Reddy , V. Balakrishnama Naidu | | Publisher : | | | Ashok Yakkaldevi | | Article Series No. : | | | GRT-5909 | | Article URL : | |  | Author Profile View PDF In browser | | Abstract : | | | Errors in variables and errors in equations, particularly autocorrelated disturbances, are two major problems in general linear model. In the presence of both the problems a linear transformation of the Generalized Least Squares estimator is proposed as an estimator of the parameter vector of the original model and it is shown that this estimator is unbiased and consistent under certain assumptions. | | Keywords : | | |
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