The properties of some covariance matrix estimators in linear models with AR(1) errors (Q374917): Difference between revisions
From MaRDI portal
Set profile property. |
ReferenceBot (talk | contribs) Changed an Item |
||
| (One intermediate revision by one other user not shown) | |||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1016/0165-1765(84)90010-7 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W1974649114 / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: A Maximum Likelihood Procedure for Regression with Autocorrelated Errors / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Specification of the Disturbance for Efficient Estimation--An Extended Analysis / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Estimating the autocorrelated error model with trended data / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: ESTIMATION OF LINEAR REGRESSION MODEL WITH AUTOCORRELATED DISTURBANCES / rank | |||
Normal rank | |||
Latest revision as of 00:13, 7 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The properties of some covariance matrix estimators in linear models with AR(1) errors |
scientific article |
Statements
The properties of some covariance matrix estimators in linear models with AR(1) errors (English)
0 references
24 October 2013
0 references
