Asymptotic properties of the score test for autocorrelation in a random effects with AR(1) errors model (Q1176991)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic properties of the score test for autocorrelation in a random effects with AR(1) errors model |
scientific article |
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Asymptotic properties of the score test for autocorrelation in a random effects with AR(1) errors model (English)
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25 June 1992
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asymptotic normality
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longitudinal data
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maximum likelihood estimation
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asymptotic chi-square distribution
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score test
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asymptotic power
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local alternatives
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autocorrelation coefficient
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\(AR(1)\) errors
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