Exact Tests and Confidence sets in Linear Regressions with Autocorrelated Errors (Q3349822): Difference between revisions

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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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