The effect of a Durbin–Watson pretest on confidence intervals in regression (Q6067710)
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scientific article; zbMATH DE number 7778447
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The effect of a Durbin–Watson pretest on confidence intervals in regression |
scientific article; zbMATH DE number 7778447 |
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The effect of a Durbin–Watson pretest on confidence intervals in regression (English)
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14 December 2023
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autocorrelated errors
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coverage probability
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feasible generalized least squares
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linear regression model
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restricted maximum likelihood
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