Small sample properties of modified Prais-Winston estimators in hypothesis testing in a linear model with \(AR(1)\) errors (Q902630): 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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+Comparison of k-Class Estimators When the Disturbances Are Small
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+The jackknife and regression with \(AR(1)\) errors
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+The properties of some covariance matrix estimators in linear models with AR(1) errors
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+Estimating the autocorrelated error model with trended data
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+ESTIMATION OF LINEAR REGRESSION MODEL WITH AUTOCORRELATED DISTURBANCES
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