A NOTE ON ESTIMATING LINEAR TREND IN A REGRESSION MODEL WITH SERIALLY CORRELATED ERROR COMPONENTS

DOI10.1081/STA-120006075zbMath1075.62585MaRDI QIDQ4449069

Dietmar Stemann, Seuck Heun Song, Byoung Cheol Jung

Publication date: 4 February 2004

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

zbMATH Keywords

OLSEGLSEFDEAutocorrelationCOTEPanel data regression

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Point estimation (62F10)

Related Items

Testing for Trend Specifications in Panel Data Models ⋮ Semiparametric generalized least squares estimation in partially linear regression models with correlated errors

Cites Work

• Efficiency of Least-Squares Estimation of Linear Trend when Residuals Are Autocorrelated
• Dynamic Aspects of Earning Mobility
• Note on Estimating Linear Trend when Residuals are Autocorrelated
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• Application of Least Squares Regression to Relationships Containing Auto- Correlated Error Terms
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