Efficiency analysis of ten estimation procedures for quantitative linear models with autocorrelated errors (Q2746332)

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scientific article; zbMATH DE number 1655841
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Efficiency analysis of ten estimation procedures for quantitative linear models with autocorrelated errors
scientific article; zbMATH DE number 1655841

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    Efficiency analysis of ten estimation procedures for quantitative linear models with autocorrelated errors (English)
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    10 October 2001
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    autocorrelated errors
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    first differences
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    least squares
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    linear models
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    maximum likelihood
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    Monte Carlo study
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    relative efficiency
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    structured versus random explanatory variables
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    tables
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