SERIAL CORRELATION IN REGRESSION ANALYSIS. I

From MaRDI portal
Publication:3230717

DOI10.1093/biomet/42.3-4.327zbMath0068.33201OpenAlexW1966446353MaRDI QIDQ3230717

Geoffrey S. Watson

Publication date: 1955

Published in: Biometrika (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/657c07be68647c8e22996de37d4df6f2354ad20c



Related Items

CMMSE: a new approximation to the geometric-arithmetic index, Consistency, asymptotic unbiasedness and bounds on the bias of \(s^ 2\) in the linear regression model with error component disturbances, A method for discovering Kantorovich-type inequalities and a probabilistic interpretation, The efficiency factorization multiplier for the Watson efficiency in partitioned linear models: Some examples and a literature review, Higher order generalisation of first order autoregressive tests, The locally unbiased two-sided Durbin-Watson test, Some Further Remarks on the Linear Sufficiency in the Linear Model, Comparing the BLUEs Under Two Linear Models, Reverses of the Cauchy–Bunyakovsky–Schwarz inequality for n-tuples of complex numbers, Some comments on six inequalities associated with the inefficiency of ordinary least squares with one regressor, Some further matrix extensions of the Cauchy-Schwarz and Kantorovich inequalities, with some statistical applications, Testing for Spatial Autocorrelation: The Regressors that Make the Power Disappear, Estimators of the disturbance variance in econometric models. Small- sample bias and the existence of moments, Hypothesis testing in the presence of nuisance parameters, Stronger forms of a class of inequalities of G. Pólya-G. Szegö, and L. V. Kantorovich, Trace inequalities of Shisha-Mond type for operators in Hilbert spaces, Equivalent sample sizes in time series regressions, The exact bias of \(s^2\) in linear panel regressions with spatial autocorrelation, Critical bounds for MA(2) and MA(3) processes, Lipschitz regularity for solutions of a general class of elliptic equations, The BLUE's covariance matrix revisited: A review, Hypothesis testing based on a vector of statistics, The geometry of statistical efficiency and matrix statistics, Unnamed Item, The exact distribution of \(R^ 2\) when the regression disturbances are autocorrelated, Bounds for the trace of the difference of the covariance matrices of the OLSE and BLUE, Small sample properties of estimators in the autocorrelated error model: a review and some additional simulations, Some consequences of using the Chow tests in the context of autocorrelated disturbances, All about the \(\bot\) with its applications in the linear statistical models, New bounds for the Čebyšev functional, A new test for fourth-order autoregressive disturbances, M-estimation in the presence of unequal scale, On some integral inequalities related to the Cauchy-Bunyakovsky-Schwarz inequality, Simple linear regression with multiple level shifts, Testing for autoregressive disturbances in a time series regression with missing observations, On reverse Schwarz, Bessel, Grüss and Hadamard inequalities in inner product spaces, A Useful Matrix Decomposition and Its Statistical Applications in Linear Regression, An alternative form of the Watson efficiency, A point optimal test for autoregressive disturbances, Reverses of the Schwarz inequality generalising a Klamkin–McLenaghan result, Equality conditions of reverse Schwarz and Grüss inequalities in inner productspaces, Complementary inequalities. I: Inequalities complementary to Cauchy's inequality for sums of real numbers. II: Inequalities complementary to the Buniakowsky-Schwarz inequality for integrals. III: Inequalities complementary to Schwarz's inequality in Hilbert space, A general analysis of bias in the estimated standard errors of least squares coefficients, Operator trigonometry of statistics and econometrics, Optimal invariant tests for the autocorrelation coefficient in linear regressions with stationary or nonstationary AR(1) errors, The exact powers of some autocorrelation tests when the disturbances are heteroscedastic