Exact Tests and Confidence sets in Linear Regressions with Autocorrelated Errors (Q3349822)
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scientific article; zbMATH DE number 4201430
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| English | Exact Tests and Confidence sets in Linear Regressions with Autocorrelated Errors |
scientific article; zbMATH DE number 4201430 |
Statements
Exact Tests and Confidence sets in Linear Regressions with Autocorrelated Errors (English)
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1990
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union-intersection method
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exact tests
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first-order autoregressive Gaussian disturbances
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nuisance parameter problem
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generalized bounds tests
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conservative confidence sets
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autocorrelation
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simultaneous confidence set
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projection method
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linear restrictions
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0.8232713341712952
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0.7957598567008972
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0.7848678231239319
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0.7771408557891846
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0.7759208679199219
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