Revisiting simple linear regression with autocorrelated errors

DOI10.1093/biomet/91.1.240zbMath1132.62346OpenAlexW2059734416MaRDI QIDQ5456567

Jaechoul Lee, Robert B. Lund

Publication date: 8 April 2008

Published in: Biometrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1093/biomet/91.1.240

zbMATH Keywords

time seriesordinary least squaressimple linear regressiongeneralised least squares

Mathematics Subject Classification ID

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

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