Equivalent sample sizes in time series regressions
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Publication:3497818
DOI10.1080/10629360600758484zbMath1136.62057MaRDI QIDQ3497818
Publication date: 28 May 2008
Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/10629360600758484
ANOVA; confidence interval; ordinary least squares; autocorrelation; weighted least squares; degrees of freedom
62H12: Estimation in multivariate analysis
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62F25: Parametric tolerance and confidence regions
62J05: Linear regression; mixed models
62J10: Analysis of variance and covariance (ANOVA)
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