scientific article; zbMATH DE number 3942852

MaRDI QIDQ3713445zbMATH OpenFDO

Authors Peter M. Robinson

Publication date 1985

zbMATH Keywords

asymptotic normalityserial correlationmissing datalocal asymptotic normalityPitman efficiencyportmanteau statisticsanalytic comparison of efficiencyscore principlestatic time series regression

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20) Asymptotic properties of parametric tests (62F05)

Recommendations

• Estimation in a linear model with serially correlated errors when observations are missing
• scientific article; zbMATH DE number 3885161
• Testing serial correlation in linear measurement error models
• Testing serial correlation in partially linear models with validation data
• Testing serial correlation in semiparametric panel data models

Cited in

(8)

• scientific article; zbMATH DE number 4115765 (Why is no real title available?)
• Estimation in a Linear Model with Serially Correlated Errors When Observations are Missing
• scientific article; zbMATH DE number 3885161 (Why is no real title available?)
• A consistent nonparametric test for serial independence
• Tests of periodicity with missing observations
• Testing for autoregressive disturbances in a time series regression with missing observations
• Estimation in a linear model with serially correlated errors when observations are missing
• Mann-Kendall test with missing data

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3713445)