Pages that link to "Item:Q3672912"
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The following pages link to ESTIMATION OF LINEAR REGRESSION MODEL WITH AUTOCORRELATED DISTURBANCES (Q3672912):
Displayed 9 items.
- The properties of some covariance matrix estimators in linear models with AR(1) errors (Q374917) (← links)
- Estimation of a linear regression model with stationary ARMA (p,q) errors (Q751138) (← links)
- The jackknife and regression with \(AR(1)\) errors (Q900085) (← links)
- Small sample properties of modified Prais-Winston estimators in hypothesis testing in a linear model with \(AR(1)\) errors (Q902630) (← links)
- Efficiency of iterative estimators in the regression model with AR(1) disturbances (Q1086946) (← links)
- A note on Cochrane-Orcutt estimation (Q1822177) (← links)
- Second-order least-squares estimation for regression models with autocorrelated errors (Q2259763) (← links)
- Bias approximations for covariance parameter estimators in the linear model with ar(1) errors (Q3474072) (← links)
- ESTIMATION OF LINEAR REGRESSION MODEL WITH AUTOCORRELATED DISTURBANCES (Q3672912) (← links)