The main goal of this paper is to study the asymptotic properties of least squares (LS) estimation for invertible and causal PARMAmodels with uncorrelated but dependent errors (weak PARMA). Four different LS estimators are considered: ordinary least squares (OLS), weighted least squares (WLS) for an arbitrary vector of weights, generalized least squares (GLS) in which the weights correspond to ...

Ordinary least squares regression analysis is generally inappropriate for calibration and regression problems when the usual assumption ofconstant variance across all observations doesn't hold. Estimators of regression parameters are of relatively poor quality and the resulting inference can be misleading. The use of standard data transformations is a common alternative but may not provide enou...

In this paper we survey methods to control for regression model error that is correlated within groups or clusters, but is uncorrelated across groups or clusters. Then failure to control for the clustering can lead to understatement of standard errors and overstatement of statistical signi cance, as emphasized most notably in empirical studies by Moulton (1990) and Bertrand, Du o and Mullainath...

The Liu-type estimator is one of the shrink estimators that used to remedy for a problem multicollinearityin SUR model, but it sensitive outlier. In this paper, we introduce S (SLiu-type) and MM (MMLiu-type) model. These merge with S-estimator MM-estimator which makes have high robustness at different level efficiency same time prevents bad effects multicollinearity. Moreover, get more robust f...

We explore the finite sample performance of adaptive estimators in linear time series regression models. Our results show that for samples of only 50 observations, the 90 percent confidence interval of the adaptive estimator is 20 to 50 percent smaller than the corresponding interval for its GLS counterpart across a range of symmetrical distributions. When the assumption of symmetry is relaxed ...

Background: BCS class II and IV drugs, which have low solubility, provide a number of challenges for formulation scientists working on oral delivery of drugs. Aims: The aim and purpose of the present work was to design a gel liquisolid tablets for Atorvastatin calcium a water insoluble drug to increase its dissolution rate there by its bioavailability. Materials and Methods: The preformulation ...

  Background : The major concern in diabetes is increased oxidative stress. Maintaining a balance between reactive oxygen species (ROS) and antioxidants is a major mechanism in preventing damage from oxidative stress. Quercetin (QR) is a well-known flavonoid and a strong antioxidant derived from the onion, Allium cepa, and it has been shown to reduce oxidative stress in the long-term treatment ...

This paper proposes the Fixed Effects Filtered (FEF) and Fixed Effects Filtered instrumental variable (FEF-IV) estimators for estimation and inference in the case of time-invariant effects in static panel data models when N is large and T is fixed. The FEF-IV allows for endogenous time-invariant regressors but assumes that there exists a suffi cient number of instruments for such regressors. It...

Single-index quantile regression (QR) models can avoid the curse of dimensionality in nonparametric problems by assuming that response is only related to a single linear combination covariates. Like standard parametric or QR whose estimated curves may cross, single-index also suffer crossing, leading an invalid distribution for response. This issue has attracted considerable attention literatur...