Analysis of Regressions Containing Serially Correlated and Serially Uncorrelated Error Components
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Publication:3881742
DOI10.2307/2526247zbMath0439.62048OpenAlexW2082114862MaRDI QIDQ3881742
Publication date: 1980
Published in: International Economic Review (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/2526247
time-series modelingDurbin-Watson testAR processCochrane-Orcutt transformationserially correlated error componentsserially uncorrelated error components
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Linear regression; mixed models (62J05) Point estimation (62F10) Asymptotic properties of parametric tests (62F05)
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