The following pages link to (Q4257545):
Displaying 6 items.
- Choices between OLS with robust inference and feasible GLS in time series regressions (Q1788026) (← links)
- Optimality of GLS for one-step-ahead forecasting with regARIMA and related models when the regression is misspecified (Q2886977) (← links)
- A refined efficiency rate for ordinary least squares and generalized least squares estimators for a linear trend with autoregressive errors (Q2930893) (← links)
- OLS-BASED ASYMPTOTIC INFERENCE IN LINEAR REGRESSION MODELS WITH TRENDING REGRESSORS AND AR(<i>p</i>)-DISTURBANCES (Q4540719) (← links)
- Asymptotic Properties of OLS Estimates in Autoregressions with Bounded or Slowly Growing Deterministic Trends (Q5201508) (← links)
- An efficient generalized least squares algorithm for periodic trended regression with autoregressive errors (Q5962634) (← links)
