The effect of a Durbin–Watson pretest on confidence intervals in regression (Q6067710): Difference between revisions

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Latest revision as of 19:08, 30 December 2024

scientific article; zbMATH DE number 7778447
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English
The effect of a Durbin–Watson pretest on confidence intervals in regression
scientific article; zbMATH DE number 7778447

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    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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