Linear models with correlated disturbances
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Publication:1202120
zbMath0757.62046MaRDI QIDQ1202120
Publication date: 23 January 1993
Published in: Lecture Notes in Economics and Mathematical Systems (Search for Journal in Brave)
linear modelsestimation techniquesautoregressive-moving average processcorrelated disturbancesgeometry of linear spacestypes of autocorrelation
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Linear regression; mixed models (62J05) Research exposition (monographs, survey articles) pertaining to statistics (62-02)
Related Items (3)
A new approximate GLS estimator for the linear regression model with ARMA(\(p,q\)) disturbances ⋮ Linear estimation of the regression model with ARMA disturbances: a simulation study ⋮ On two correlated linear models with common and different parameters
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