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Revision as of 12:30, 21 February 2024

scientific article; zbMATH DE number 4117704
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An Edgeworth Test Size Correction for the Linear Model with AR(1) Errors
scientific article; zbMATH DE number 4117704

    Statements

    An Edgeworth Test Size Correction for the Linear Model with AR(1) Errors (English)
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    1989
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    Edgeworth size correction
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    tests of linear hypotheses
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    AR(1) errors
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    effect of autocorrelation
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    simulation study
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    over-rejection
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