ON THE EFFECTS OF THE PRESENCE AND METHODS OF THE ELIMINATION HETEROSCEDASTICITY AND AUTOCORRELATION IN THE REGRESSION MODEL

The article presents the methodological and technical bases for the creation of regression models that adequately reflect reality. The focus is on methods of removing residual autocorrelation in models. Algorithms eliminating heteroscedasticity and autocorrelation of the regression model residuals:...

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Bibliographic Details
Main Authors:	Nina L. Timofeeva, Artem I. Fedossev
Format:	Article
Language:	Russian
Published:	Plekhanov Russian University of Economics 2016-08-01
Series:	Статистика и экономика
Subjects:	социально-культурная сфера регрессионные модели эффективные управленческие решения гетероскедастичность модели автокорреляция остатков модели взвешенный метод наименьших квадратов social and cultural sphere regression models effective management decisions heteroscedasticity model autocorrelation model the reweighted least squares method
Online Access:	https://statecon.rea.ru/jour/article/view/368
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ON THE EFFECTS OF THE PRESENCE AND METHODS OF THE ELIMINATION HETEROSCEDASTICITY AND AUTOCORRELATION IN THE REGRESSION MODEL

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