Estimating the Model

Francis J. Bismans () and Olivier Damette ()
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Francis J. Bismans: University of Lorraine
Olivier Damette: University of Lorraine

Chapter Chapter 3 in Dynamic Econometrics, 2025, pp 65-98 from Springer

Abstract: Abstract This chapter is devoted to the estimation of the classical linear regressionRegression model. After detailing the assumptions underlying this model, we develop the appropriate estimation methods, namely ordinary least squares (OLS) and maximum likelihood. We will also look at the properties of these estimators before examining the general dynamic linear model.

Date: 2025
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DOI: 10.1007/978-3-031-72910-2_3

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