The jackknife and regression with \(AR(1)\) errors (Q900085): Difference between revisions

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+A Maximum Likelihood Procedure for Regression with Autocorrelated Errors
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+Application of Least Squares Regression to Relationships Containing Auto- Correlated Error Terms
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+Bootstrap methods: another look at the jackknife
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+Improving the jackknife with special reference to correlation estimation
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+Q4403226
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+Q5184304
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+The properties of some covariance matrix estimators in linear models with AR(1) errors
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+On the impact of the tests for serial correlation upon the test of significance for the regression coefficient
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+First Order Autoregression: Inference, Estimation, and Prediction
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+Estimating the autocorrelated error model with trended data
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+Q5792707
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+ESTIMATION OF LINEAR REGRESSION MODEL WITH AUTOCORRELATED DISTURBANCES
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