On a simple transformation for second‐order autocorrelated disturbances in regression analysis

DOI10.1111/j.1467-9574.1973.tb00210.xzbMath0258.62051OpenAlexW2038601966MaRDI QIDQ5674253

Teun Kloek, F. B. Lempers

Publication date: 1973

Published in: Statistica Neerlandica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1467-9574.1973.tb00210.x

Mathematics Subject Classification ID

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

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Cites Work

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