OLS-BASED ASYMPTOTIC INFERENCE IN LINEAR REGRESSION MODELS WITH TRENDING REGRESSORS AND AR(p)-DISTURBANCES

DOI10.1081/STA-120002650zbMath1008.62668MaRDI QIDQ4540719

Francesc Marmol, Walter Kramer

Publication date: 28 July 2002

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

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Linear regression; mixed models (62J05)

Related Items

Second-order least-squares estimation for regression models with autocorrelated errors

Cites Work

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