Pages that link to "Item:Q5788958"
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The following pages link to Application of Least Squares Regression to Relationships Containing Auto- Correlated Error Terms (Q5788958):
Displaying 50 items.
- Penalized weighted composite quantile regression in the linear regression model with heavy-tailed autocorrelated errors (Q488598) (← links)
- Kriging prediction intervals based on semiparametric bootstrap (Q616050) (← links)
- Estimating coefficients of two-phase linear regression model with autocorrelated errors (Q689486) (← links)
- Omitted variables, variability of estimated parameters and the appearance of autocorrelated disturbances (Q754585) (← links)
- Parameter estimation of regression model with AR\((p)\) error terms based on skew distributions with EM algorithm (Q781368) (← links)
- On the reliability of quasi-t-statistics: Some Monte Carlo results (Q806891) (← links)
- Shrinkage estimation of dynamic panel data models with interactive fixed effects (Q894645) (← 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)
- An MDL approach to the climate segmentation problem (Q977634) (← links)
- Linear trimmed means for the linear regression with AR(1) errors model (Q989272) (← links)
- Functional semiparametric partially linear model with autoregressive errors (Q1049535) (← links)
- Mean estimation bias in least squares estimation of autoregressive processes (Q1058799) (← links)
- A note on the computation of maximum likelihood estimates in linear regression models with autocorrelated errors (Q1136454) (← links)
- Estimating the autocorrelated error model with trended data (Q1138871) (← links)
- Full-information estimates of a nonlinear macroeconometric model (Q1150990) (← links)
- The structure of simultaneous equations estimators (Q1224409) (← links)
- Autocorrelated disturbances in the light of specification analysis (Q1236400) (← links)
- Differencing of random walks and near random walks (Q1243566) (← links)
- On the impact of the tests for serial correlation upon the test of significance for the regression coefficient (Q1246240) (← links)
- Full maximum likelihood estimation of second-order autoregressive error models (Q1247705) (← links)
- On the computational competitiveness of full-information maximum- likelihood and three-stage least-squares in the estimation of nonlinear, simultaneous-equations models (Q1259131) (← links)
- Kriging by local polynomials. (Q1277692) (← links)
- Residual based tests for cointegration. A Monte Carlo study of size distortions (Q1311290) (← links)
- Estimation in a linear model with serially correlated errors when observations are missing (Q1404608) (← links)
- Some further results on the efficiency of the Cochrane-Orcutt-estimator (Q1579997) (← links)
- Quantile regression for linear models with autoregressive errors using EM algorithm (Q1729300) (← links)
- A spectral EM algorithm for dynamic factor models (Q1754525) (← links)
- Estimation of time-varying ARMA models with Markovian changes in regime (Q1767737) (← links)
- Generalized and pseudo-generalized trimmed means for the linear regression with AR(1) error model (Q1771293) (← links)
- A note on Cochrane-Orcutt estimation (Q1822177) (← links)
- OLS or GLS in the presence of specification error? An expected loss approach (Q1822188) (← links)
- Relative efficiency of OLSE and COTE for seasonal autoregressive disturbances (Q1880279) (← links)
- A simple message for autocorrelation correctors: Don't (Q1899249) (← links)
- Uncertain regression model with autoregressive time series errors (Q2100482) (← links)
- Efficient and robust estimation for autoregressive regression models using shape mixtures of skew \(t\) normal distribution (Q2157393) (← links)
- Semi-automated simultaneous predictor selection for regression-SARIMA models (Q2209736) (← links)
- Conditional maximum Lq-likelihood estimation for regression model with autoregressive error terms (Q2227195) (← links)
- Spline estimation of functional coefficient regression models for time series with correlated errors (Q2251711) (← links)
- Intelligent forecasting models-selection system for the portfolio internal structure change (Q2466734) (← links)
- Test for the equality of autocorrelation coefficients for two populations in multivariate data when the errors are autocorrelated (Q2485544) (← links)
- A refined efficiency rate for ordinary least squares and generalized least squares estimators for a linear trend with autoregressive errors (Q2930893) (← links)
- A PROCEDURE FOR OBTAINING M-ESTIMATES IN REGRESSION MODELS WITH SERIALLY DEPENDENT ERRORS (Q3028146) (← links)
- Model Selection in a System of Simultaneous Equations Model (Q3083788) (← links)
- Empirical distribution function under heteroscedasticity (Q3106402) (← links)
- An iterated cochrane-orcutt procedure for nonparametric regression (Q3135466) (← links)
- Literaturbericht über die Zerlegung saisonabhängiger Zeitreihen (Q3260936) (← links)
- Regression with autoregressive errors-some asymptotic results (Q3823010) (← links)
- Small sample properties of estimators in the autocorrelated error model: a review and some additional simulations (Q3833469) (← links)
- Leverage and cochrane-orcutt estimation in linear regression (Q4275761) (← links)
