An Example of Autocorrelated Disturbances in Linear Regression
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Publication:5827416
DOI10.2307/1907543zbMath0055.37805OpenAlexW2332409065MaRDI QIDQ5827416
Publication date: 1954
Published in: Econometrica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/1907543
Related Items (4)
Bayesian modeling of autoregressive partial linear models with scale mixture of normal errors ⋮ Small sample properties of estimators in the autocorrelated error model: a review and some additional simulations ⋮ Generalized least squares transformation and estimation with autoregressive error ⋮ Simple linear regression with multiple level shifts
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