Pages that link to "Item:Q4174130"

The following pages link to Efficiency of Least-Squares Estimation of Linear Trend when Residuals Are Autocorrelated (Q4174130):

Displaying 17 items.

• A general condition for an optimal limiting efficiency of OLS in the general linear regression model (Q672761) (← links)
• The efficiency of the sample mean in a linear regression model when errors follow a first-order moving average process (Q673196) (← links)
• On the relative efficiency of estimators which include the initial observations in the estimation of seemingly unrelated regressions with first-order autoregressive disturbances (Q1059978) (← links)
• A note on the efficiency of the Cochrane-Orcutt estimator of the AR(1) regression model (Q1093300) (← links)
• Limiting efficiency of OLS vs. GLS when regressors are fractionally integrated (Q1274707) (← links)
• Efficiency of least-squares-estimation of polynomial trend when residuals are autocorrelated (Q1331869) (← links)
• Autocorrelation- and heteroskedasticity-consistent \(t\)-values with trending data (Q1362032) (← links)
• Some further results on the efficiency of the Cochrane-Orcutt-estimator (Q1579997) (← links)
• Relative efficiency of OLSE and COTE for seasonal autoregressive disturbances (Q1880279) (← links)
• Second-order least-squares estimation for regression models with autocorrelated errors (Q2259763) (← links)
• A refined efficiency rate for ordinary least squares and generalized least squares estimators for a linear trend with autoregressive errors (Q2930893) (← links)
• Equivalent sample sizes in time series regressions (Q3497818) (← links)
• The effects of autocorrelation among errors on the consistency property of OLS estimator (Q3773104) (← links)
• Small sample properties of estimators in the autocorrelated error model: a review and some additional simulations (Q3833469) (← links)
• Efficiency of least squares estimators in the presence of spatial autocorrelation (Q4275712) (← links)
• The frisch-waugh theorem and generalized least squares (Q4355155) (← links)
• A NOTE ON ESTIMATING LINEAR TREND IN A REGRESSION MODEL WITH SERIALLY CORRELATED ERROR COMPONENTS (Q4449069) (← links)