Pages that link to "Item:Q1086946"
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The following pages link to Efficiency of iterative estimators in the regression model with AR(1) disturbances (Q1086946):
Displaying 5 items.
- Estimation of a linear regression model with stationary ARMA (p,q) errors (Q751138) (← links)
- Alternative size corrections for some GLS test statistics. The case of the \(AR(1)\) model (Q1347091) (← links)
- Size corrected significance tests in seemingly unrelated regressions with autocorrelated errors (Q1695683) (← links)
- Expectation of quadratic forms in normal and nonnormal variables with applications (Q2266889) (← links)
- Bias approximations for covariance parameter estimators in the linear model with ar(1) errors (Q3474072) (← links)
