To be or not to be valid in testing the significance of the slope in simple quantitative linear models with autocorrelated errors

DOI10.1080/00949650215866zbMath1019.62067OpenAlexW1993515924MaRDI QIDQ4706129

Pierre Dutilleul, Gülhan Alpargu

Publication date: 29 September 2003

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949650215866

zbMATH Keywords

maximum likelihoodleast squaresfirst differencesAR(1) errorsmodified t-testfixed and trended versus random and AR(1) regressorsrestricted maximum liklihood

Mathematics Subject Classification ID

Related Items (5)

Modified \(F\) tests for assessing the multiple correlation between one spatial process and several others ⋮ A model-free test for independence between time series ⋮ Spatial autocorrelation and statistical tests: some solutions ⋮ A Note on Sufficient Conditions for Valid UnmodifiedtTesting in Correlation Analysis with Autocorrelated and Heteroscedastic Sample Data ⋮ Stepwise Regression in Mixed Quantitative Linear Models with Autocorrelated Errors

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