Akademik Veri Yönetim Sistemi
COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION, cilt.43, sa.5, ss.1143-1186, 2014 (SCI-Expanded)
In this study, the performance of the estimators proposed in the presence of multicollinearity in the linear regression model with heteroscedastic or correlated or both error terms is investigated under the matrix mean square error criterion. Structures of the autocorrelated error terms are given and a Monte Carlo simulation study is conducted to examine the relative efficiency of the estimators against each other.