Generalized least squares transformation and estimation with autoregressive error (Q2479334)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Generalized least squares transformation and estimation with autoregressive error |
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Generalized least squares transformation and estimation with autoregressive error (English)
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26 March 2008
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Gaussian AR model
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GLS transformation
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NLS and QML estimation
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LR test
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