Abstract
Non-linear regression models are encountered quite often in various business and economic data analysis. In the case of time dependent regression models the autocorrelations in error is almost inevitable. Following Kumar (1987) this paper discusses a new method based on the theory of Pade approximation for the specification of error structure in the context of non-linear regression model. It has been shown through simulation studies that the method can be successfully used to specify the error structure, which follows an ARMA model. An application of the above method on a real data set, which follows a non-linear model, is also given.
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