Exact Tests and Confidence sets in Linear Regressions with Autocorrelated Errors (Q3349822): Difference between revisions
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Revision as of 10:50, 5 March 2024
scientific article
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English | Exact Tests and Confidence sets in Linear Regressions with Autocorrelated Errors |
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Exact Tests and Confidence sets in Linear Regressions with Autocorrelated Errors (English)
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1990
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union-intersection method
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exact tests
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first-order autoregressive Gaussian disturbances
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nuisance parameter problem
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generalized bounds tests
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conservative confidence sets
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autocorrelation
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simultaneous confidence set
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projection method
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linear restrictions
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