Efficiency and Validity Analyses of Two-Stage Estimation Procedures and Derived Testing Procedures in Quantitative Linear Models with AR(1) Errors (Q4416334): Difference between revisions

Latest revision as of 11:51, 30 July 2024

scientific article; zbMATH DE number 1958348

Language	Label	Description	Also known as
English	Efficiency and Validity Analyses of Two-Stage Estimation Procedures and Derived Testing Procedures in Quantitative Linear Models with AR(1) Errors	scientific article; zbMATH DE number 1958348

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instance of

scholarly article

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title

Efficiency and Validity Analyses of Two-Stage Estimation Procedures and Derived Testing Procedures in Quantitative Linear Models with AR(1) Errors (English)

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zbMATH Open document ID

1081.62549

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DOI

10.1081/SAC-120017863

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Communications in Statistics - Simulation and Computation

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publication date

31 July 2003

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Mathematics Subject Classification ID

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MaRDI publication profile

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cites work

IV.—On Least Squares and Linear Combination of Observations

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A new look at the statistical model identification

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Q5631966

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Properties of the spatial unilateral first-order ARMA model

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A Maximum Likelihood Procedure for Regression with Autocorrelated Errors

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Full maximum likelihood estimation of second-order autoregressive error models

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Q4862306

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Application of Least Squares Regression to Relationships Containing Auto- Correlated Error Terms

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The Fitting of Time-Series Models

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Some Applications of Matrix Derivatives in Multivariate Analysis

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Q4147487

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Q3960954

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Maximum likelihood estimation of the GLS model with unknown parameters in the disturbance covariance matrix

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Estimating the autocorrelated error model with trended data

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Recovery of inter-block information when block sizes are unequal

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ONE-WAY VARIANCES IN A TWO-WAY CLASSIFICATION

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full work available at URL

https://doi.org/10.1081/sac-120017863

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OpenAlex ID

W2012658366

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Sitelinks

Mathematics(1 entry)

mardi Publication:4416334

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@@ Property / cites work @@
+IV.—On Least Squares and Linear Combination of Observations
+Normal rank
@@ Property / cites work @@
+A new look at the statistical model identification
+Normal rank
@@ Property / cites work @@
+Q5631966
@@ Property / cites work: Q5631966 / rank @@
+Normal rank
@@ Property / cites work @@
+Properties of the spatial unilateral first-order ARMA model
+Normal rank
@@ Property / cites work @@
+A Maximum Likelihood Procedure for Regression with Autocorrelated Errors
+Normal rank
@@ Property / cites work @@
+Full maximum likelihood estimation of second-order autoregressive error models
+Normal rank
@@ Property / cites work @@
+Q4862306
@@ Property / cites work: Q4862306 / rank @@
+Normal rank
@@ Property / cites work @@
+Application of Least Squares Regression to Relationships Containing Auto- Correlated Error Terms
+Normal rank
@@ Property / cites work @@
+The Fitting of Time-Series Models
@@ Property / cites work: The Fitting of Time-Series Models / rank @@
+Normal rank
@@ Property / cites work @@
+Some Applications of Matrix Derivatives in Multivariate Analysis
+Normal rank
@@ Property / cites work @@
+Q4147487
@@ Property / cites work: Q4147487 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3960954
@@ Property / cites work: Q3960954 / rank @@
+Normal rank
@@ Property / cites work @@
+Maximum likelihood estimation of the GLS model with unknown parameters in the disturbance covariance matrix
+Normal rank
@@ Property / cites work @@
+Estimating the autocorrelated error model with trended data
+Normal rank
@@ Property / cites work @@
+Recovery of inter-block information when block sizes are unequal
+Normal rank
@@ Property / cites work @@
+ONE-WAY VARIANCES IN A TWO-WAY CLASSIFICATION
@@ Property / cites work: ONE-WAY VARIANCES IN A TWO-WAY CLASSIFICATION / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1081/sac-120017863
+Normal rank
@@ Property / OpenAlex ID @@
+W2012658366
@@ Property / OpenAlex ID: W2012658366 / rank @@
+Normal rank