Generalized least squares transformation and estimation with autoregressive error
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Publication:2479334
DOI10.1016/J.SPL.2007.07.025zbMATH Open1136.62361OpenAlexW2019499661MaRDI QIDQ2479334FDOQ2479334
Authors: Dimitrios V. Vougas 
Publication date: 26 March 2008
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2007.07.025
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Cites Work
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- Exact Tests and Confidence sets in Linear Regressions with Autocorrelated Errors
- Estimation When a Parameter is on a Boundary
- Optimal invariant tests for the autocorrelation coefficient in linear regressions with stationary or nonstationary AR(1) errors
- A Maximum Likelihood Procedure for Regression with Autocorrelated Errors
- Title not available (Why is that?)
- A Transformation Used to Circumvent the Problem of Autocorrelation
- Full maximum likelihood estimation of second-order autoregressive error models
- An Example of Autocorrelated Disturbances in Linear Regression
Cited In (7)
- Generalized and feasible generalized median estimators for the linear regression with \(AR(1)\) error model
- On the estimation of an autoregressive parameter on the basis of the generalized method of least squares
- A transformation for heteroscedastic error components regression models
- Untransformed first observation problem in regression model with moving average process
- An efficient generalized least squares algorithm for periodic trended regression with autoregressive errors
- Generalized least squares transformation with the second-order autoregressive error
- Useful matrix transformations for panel data analysis: a survey
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