Pages that link to "Item:Q1138871"

The following pages link to Estimating the autocorrelated error model with trended data (Q1138871):

Displaying 41 items.

• The properties of some covariance matrix estimators in linear models with AR(1) errors (Q374917) (← links)
• Optimal invariant tests for the autocorrelation coefficient in linear regressions with stationary or nonstationary AR(1) errors (Q806872) (← links)
• On the reliability of quasi-t-statistics: Some Monte Carlo results (Q806891) (← links)
• The size and power of the bias-corrected bootstrap test for regression models with autocorrelated errors (Q816054) (← links)
• The jackknife and regression with \(AR(1)\) errors (Q900085) (← links)
• Small sample properties of modified Prais-Winston estimators in hypothesis testing in a linear model with \(AR(1)\) errors (Q902630) (← links)
• Estimation of a generalized random-effects model: some ECME algorithms and Monte Carlo evidence (Q953682) (← 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)
• On the efficiency of the Cochrane-Orcutt estimator (Q1166224) (← links)
• Resampling methods for tests in regression models with autocorrelated errors (Q1189335) (← links)
• Testing for trends in correlated data (Q1304090) (← links)
• A simple recursive estimation method for linear regression models with \(\text{AR}(p)\) disturbances (Q1342788) (← links)
• Testing linear regression models using non-parametric regression estimators when errors are non-independent (Q1350264) (← links)
• Optimum influence of initial observations in regression models with \(AR(2)\) errors (Q1354240) (← links)
• Some further results on the efficiency of the Cochrane-Orcutt-estimator (Q1579997) (← links)
• Moving frontier analysis: An application of data envelopment analysis for competitive analysis of a high-technology manufacturing plant (Q1816900) (← links)
• Markovian processes, two-sided autoregressions and finite-sample inference for stationary and nonstationary autoregressive processes (Q1841189) (← links)
• Relative efficiency of OLSE and COTE for seasonal autoregressive disturbances (Q1880279) (← links)
• Hypothesis testing in the presence of nuisance parameters (Q1918150) (← links)
• GLS detrending and unit root testing (Q1934175) (← links)
• On the sensitivity of the usual \(t\)- and \(F\)-tests to covariance misspecification (Q1971791) (← links)
• On the end-point issue in unit root tests in the presence of a structural break. (Q1978720) (← links)
• Efficiency analysis of ten estimation procedures for quantitative linear models with autocorrelated errors (Q2746332) (← links)
• On size and power of heteroskedasticity and autocorrelation robust tests (Q2801990) (← links)
• Stepwise Regression in Mixed Quantitative Linear Models with Autocorrelated Errors (Q3378025) (← links)
• On the efficiency of regression analysis with AR(<i>p</i>) errors (Q3532705) (← links)
• Asymptotic properties of estimators for the linear panel regression model with random individual effects and serially correlated errors: the case of stationary and non-stationary regressors and residuals (Q3548524) (← links)
• Goodness-of-Fit Testing for Exponential Polynomial Growth Curves (Q3622052) (← links)
• ESTIMATION OF LINEAR REGRESSION MODEL WITH AUTOCORRELATED DISTURBANCES (Q3672912) (← 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)
• On Small Sample Properties of the Wald, LR and LM Tests in a Linear Model with AR(1) Errors (Q4019136) (← links)
• Edgeworth-adjusting test statistics for ar(1) errors (Q4019295) (← links)
• Efficiency and Validity Analyses of Two-Stage Estimation Procedures and Derived Testing Procedures in Quantitative Linear Models with AR(1) Errors (Q4416334) (← links)
• A NOTE ON ESTIMATING LINEAR TREND IN A REGRESSION MODEL WITH SERIALLY CORRELATED ERROR COMPONENTS (Q4449069) (← links)
• Properties of bootstrap tests for <i>N</i>‐of‐1 studies (Q4614728) (← links)
• Testing for monotonic trend in time series based on resampling methods (Q5107433) (← links)
• Infant mortality rates: time trends and fractional integration (Q5130179) (← links)
• (Q5137536) (← links)
• Exact and asymptotic identification-robust inference for dynamic structural equations with an application to New Keynesian Phillips Curves (Q5862422) (← links)