Pages that link to "Item:Q751138"
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The following pages link to Estimation of a linear regression model with stationary ARMA (p,q) errors (Q751138):
Displaying 18 items.
- Exact maximum likelihood regression estimation with \(\text{ARMA}(n,n-1)\) errors (Q375076) (← links)
- Shrinkage estimation for linear regression with ARMA errors (Q419339) (← links)
- A new approximate GLS estimator for the linear regression model with ARMA(\(p,q\)) disturbances (Q673563) (← links)
- Transforming the error-components model for estimation with general ARMA disturbances (Q1347109) (← links)
- On the distributions of augmented Dickey-Fuller statistics in processes with moving average components (Q1808553) (← links)
- A computationally attractive method for estimating the linear regression model with autoregressive moving average disturbances (Q1901294) (← links)
- Prediction in several conventional contexts (Q1951650) (← links)
- Linear Methods for Estimating Arma and Regression Models with Serial Correlation (Q3489227) (← links)
- Equivalent sample sizes in time series regressions (Q3497818) (← links)
- Using least squares to generate forecasts in regressions with serial correlation (Q3552838) (← links)
- (Q3773126) (← links)
- A Joint Regression Variable and Autoregressive Order Selection Criterion (Q4677049) (← links)
- Forecasting with serially correlated regression models (Q4826352) (← links)
- <i>M</i>‐Estimation for regressions with integrated regressors and arma errors (Q4828182) (← links)
- On Semiparametric EV Models with Serially Correlated Errors in Both Regression Models and Mismeasured Covariates (Q5430587) (← links)
- Simple linear regression with multiple level shifts (Q5449244) (← links)
- An efficient generalized least squares algorithm for periodic trended regression with autoregressive errors (Q5962634) (← links)
- On estimation of nonparametric regression models with autoregressive and moving average errors (Q6197120) (← links)
