The effect of a Durbin–Watson pretest on confidence intervals in regression (Q6067710): Difference between revisions
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| Property / cites work: Bias Reduction of Autoregressive Estimates in Time Series Regression Model through Restricted Maximum Likelihood / rank | |||
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| Property / cites work: The impact of a Hausman pretest, applied to panel data, on the coverage probability of confidence intervals / rank | |||
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Revision as of 15:44, 21 August 2024
scientific article; zbMATH DE number 7778447
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The effect of a Durbin–Watson pretest on confidence intervals in regression |
scientific article; zbMATH DE number 7778447 |
Statements
The effect of a Durbin–Watson pretest on confidence intervals in regression (English)
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14 December 2023
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autocorrelated errors
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coverage probability
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feasible generalized least squares
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linear regression model
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restricted maximum likelihood
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