Efficiency and Validity Analyses of Two-Stage Estimation Procedures and Derived Testing Procedures in Quantitative Linear Models with AR(1) Errors

DOI10.1081/SAC-120017863zbMath1081.62549OpenAlexW2012658366MaRDI QIDQ4416334

Pierre Dutilleul, Gülhan Alpargu

Publication date: 31 July 2003

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1081/sac-120017863

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Point estimation (62F10)

Related Items (2)

Modified \(F\) tests for assessing the multiple correlation between one spatial process and several others ⋮ Stepwise Regression in Mixed Quantitative Linear Models with Autocorrelated Errors

Cites Work

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