• On the Degeneracy of the Distribution of a GLSE in a Regression with a Circularly Autoregressive Error
  1. with Prof. Yasuyuki Toyooka, Faculty of Economics, Fukushima University
  2. Discussion Paper Series No.2, The Economic Society of Fukushima University, March 1996
  3. In Usami and Toyooka (1995), we have shown that the distributions of the differences between the least squares estimators of the coefficients in the regression are degenerated when the regressors are composed of a constant term and one explanatory variable and its error term obeys the circularly autoregressive model of order 1. In this paper, we extend the result in Usami and Toyooka (1995) to the case of the circularly autoregressive model of order p.