Optimum influence of initial observations in regression models with \(AR(2)\) errors

DOI10.1016/S0096-3003(96)00024-0zbMath0885.62098MaRDI QIDQ1354240

O. Diekmann

Publication date: 3 May 1998

Published in: Applied Mathematics and Computation (Search for Journal in Brave)

zbMATH Keywords

time seriesregressioninfluential observationsAR(2) errors

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Diagnostics, and linear inference and regression (62J20)

Related Items (3)

Leverages and Influential Observations in a Regression Model with Autocorrelated Errors ⋮ Regression diagnostics methods for Liu estimator under the general linear regression model ⋮ Coefficient constancy test in generalized random coefficient autoregressive model

Cites Work

• Unnamed Item
• Estimating the autocorrelated error model with trended data
• On the Retention of the First Observations in Serial Correlation Adjustment of Regression Models
• Characterizations of an Empirical Influence Function for Detecting Influential Cases in Regression
• Influential Observations and Outliers in Regression
• Detection of Influential Observation in Linear Regression
• On Testing for Equicorrelation in Random Coefficient Models
• A Transformation Used to Circumvent the Problem of Autocorrelation
• Bayesian sequential analysis

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