An Example of Autocorrelated Disturbances in Linear Regression

DOI10.2307/1907543MaRDI QIDQ5827416zbMATH OpenOpenAlexFDO

Authors John Gurland

Publication date 1954

Published in Econometrica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/1907543

zbMATH Keywords

statistics

Cited in

(4)

• Generalized least squares transformation and estimation with autoregressive error
• Small sample properties of estimators in the autocorrelated error model: a review and some additional simulations
• Bayesian modeling of autoregressive partial linear models with scale mixture of normal errors
• Simple linear regression with multiple level shifts

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