Pages that link to "Item:Q4151047"
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The following pages link to A Maximum Likelihood Procedure for Regression with Autocorrelated Errors (Q4151047):
Displayed 50 items.
- Testing linear and log-linear regressions with autocorrelated errors (Q374913) (← links)
- The properties of some covariance matrix estimators in linear models with AR(1) errors (Q374917) (← links)
- Local GMM estimation of time series models with conditional moment restrictions (Q528061) (← links)
- Level of aggregation, variable elasticity and Wagner's law (Q672913) (← links)
- Parameter estimation of regression model with AR\((p)\) error terms based on skew distributions with EM algorithm (Q781368) (← links)
- On the reliability of quasi-t-statistics: Some Monte Carlo results (Q806891) (← links)
- The size and power of the bias-corrected bootstrap test for regression models with autocorrelated errors (Q816054) (← links)
- The jackknife and regression with \(AR(1)\) errors (Q900085) (← links)
- Small sample properties of modified Prais-Winston estimators in hypothesis testing in a linear model with \(AR(1)\) errors (Q902630) (← links)
- Estimation of a generalized random-effects model: some ECME algorithms and Monte Carlo evidence (Q953682) (← links)
- On the relative efficiency of estimators which include the initial observations in the estimation of seemingly unrelated regressions with first-order autoregressive disturbances (Q1059978) (← links)
- Efficiency of iterative estimators in the regression model with AR(1) disturbances (Q1086946) (← links)
- A note on the computation of maximum likelihood estimates in linear regression models with autocorrelated errors (Q1136454) (← links)
- New evidence on the small properties of estimators of SUR models with autocorrelated disturbances (Q1138327) (← links)
- Estimating the autocorrelated error model with trended data (Q1138871) (← links)
- Two-factor model for bond selection (Q1189357) (← links)
- Full maximum likelihood estimation of second-order autoregressive error models (Q1247705) (← links)
- Marginal-likelihood score-based tests of regression disturbances in the presence of nuisance parameters (Q1265790) (← links)
- Double-length regressions for linear and log-linear regressions with AR(1) disturbances (Q1290862) (← links)
- Testing for trends in correlated data (Q1304090) (← links)
- A simple recursive estimation method for linear regression models with \(\text{AR}(p)\) disturbances (Q1342788) (← links)
- Alternative size corrections for some GLS test statistics. The case of the \(AR(1)\) model (Q1347091) (← links)
- Full maximum likelihood estimation of dynamic demand models (Q1377333) (← links)
- Estimation in a linear model with serially correlated errors when observations are missing (Q1404608) (← links)
- Higher order expansions for error variance matrix estimates in the Gaussian AR(1) linear regression model (Q1650294) (← links)
- Size corrected significance tests in seemingly unrelated regressions with autocorrelated errors (Q1695683) (← links)
- A note on Cochrane-Orcutt estimation (Q1822177) (← links)
- Hypothesis testing in the presence of nuisance parameters (Q1918150) (← links)
- Efficient and robust estimation for autoregressive regression models using shape mixtures of skew \(t\) normal distribution (Q2157393) (← links)
- Conditional maximum Lq-likelihood estimation for regression model with autoregressive error terms (Q2227195) (← links)
- Generalized least squares transformation and estimation with autoregressive error (Q2479334) (← links)
- Efficiency analysis of ten estimation procedures for quantitative linear models with autocorrelated errors (Q2746332) (← links)
- Stepwise Regression in Mixed Quantitative Linear Models with Autocorrelated Errors (Q3378025) (← links)
- Leverages and Influential Observations in a Regression Model with Autocorrelated Errors (Q3462364) (← links)
- Bias approximations for covariance parameter estimators in the linear model with ar(1) errors (Q3474072) (← links)
- On the efficiency of regression analysis with AR(<i>p</i>) errors (Q3532705) (← links)
- Asymptotic properties of estimators for the linear panel regression model with random individual effects and serially correlated errors: the case of stationary and non-stationary regressors and residuals (Q3548524) (← links)
- Small sample efficiency gains from a first observation correction for hatanakafs estimator of the lagged dependent variable-serial correlation regression model (Q3805717) (← links)
- Regression with autoregressive errors-some asymptotic results (Q3823010) (← links)
- Small sample properties of estimators in the autocorrelated error model: a review and some additional simulations (Q3833469) (← links)
- On Small Sample Properties of the Wald, LR and LM Tests in a Linear Model with AR(1) Errors (Q4019136) (← links)
- Estimating parameters in autoregressive models in non-normal situations: symmetric innovations (Q4237865) (← links)
- Efficiency and Validity Analyses of Two-Stage Estimation Procedures and Derived Testing Procedures in Quantitative Linear Models with AR(1) Errors (Q4416334) (← links)
- ESTIMATING PARAMETERS IN AUTOREGRESSIVE MODELS IN NON-NORMAL SITUATIONS: ASYMMETRIC INNOVATIONS (Q4540604) (← links)
- To be or not to be valid in testing the significance of the slope in simple quantitative linear models with autocorrelated errors (Q4706129) (← links)
- Testing for ar(1) against ima(1,1) disturbances in the linear regression model (Q4843755) (← links)
- Robust parameter estimation of regression model with AR(p) error terms (Q5085029) (← links)
- Efficient algorithms for robust estimation in autoregressive regression models using Student’s<i>t</i>distribution (Q5087940) (← links)
- Empirical likelihood estimation for linear regression models with AR(p) error terms with numerical examples (Q5092996) (← links)
- Small sample performance of parameter estimators for tobit modesl with serial correlation<sup>*</sup> (Q5750132) (← links)