Revisiting simple linear regression with autocorrelated errors

DOI10.1093/BIOMET/91.1.240MaRDI QIDQ5456567zbMATH OpenOpenAlexFDO

Authors Jaechoul Lee, Robert Lund

Publication date 8 April 2008

Published in Biometrika (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1093/biomet/91.1.240

zbMATH Keywords

time seriesordinary least squaressimple linear regressiongeneralised least squares

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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