Regression with autoregressive errors-some asymptotic results (Q3823010): Difference between revisions

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+A Maximum Likelihood Procedure for Regression with Autocorrelated Errors
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+Higher order approximations for autocovariances from linear processes with applications
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+Q5663204
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+Application of Least Squares Regression to Relationships Containing Auto- Correlated Error Terms
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+Weak and strong consistency of the least squares estimators in regression models
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+Asymptotic Normality and Consistency of the Least Squares Estimators for Families of Linear Regressions
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+Asymptotic properties of the maximum likelihood estimate in the first order autoregressive process
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+Asymptotic Distribution of Maximum Likelihood Estimators in a Linear Model With Autoregressive Disturbances
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+A characterization of limiting distributions of estimators in an autoregressive process
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+On the Statistical Treatment of Linear Stochastic Difference Equations
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+A General Procedure for Obtaining Maximum Likelihood Estimates in Generalized Regression Models
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+A Generalization of the Durbin Significance Test and Its Application to Dynamic Specification
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+The asymptotic distribution of the likelihood ratio for autoregressive time series with a regression trend
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