Pages that link to "Item:Q3474072"

The following pages link to Bias approximations for covariance parameter estimators in the linear model with ar(1) errors (Q3474072):

Displaying 9 items.

• The properties of some covariance matrix estimators in linear models with AR(1) errors (Q374917) (← links)
• Small sample properties of modified Prais-Winston estimators in hypothesis testing in a linear model with \(AR(1)\) errors (Q902630) (← links)
• Bias-adjusted estimation in the ARX(1) model (Q1019969) (← links)
• Efficiency of iterative estimators in the regression model with AR(1) disturbances (Q1086946) (← links)
• Bias correction in ARMA models (Q1324594) (← links)
• Higher order expansions for error variance matrix estimates in the Gaussian AR(1) linear regression model (Q1650294) (← links)
• BIAS in linear regression models with unknown covariance matrix (Q4387670) (← links)
• On variance-covariance components estimation in linear models with AR(1) disturbances (Q5690611) (← links)
• Note on the bias in the estimation of the serial correlation coefficient of AR(1) processes. (Q5956478) (← links)