Testing for measurement error in regression with autoregressive innovations

DOI10.1080/03610918.2021.1891430OpenAlexW3138945285MaRDI QIDQ6172130

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Publication date: 18 July 2023

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918.2021.1891430

zbMATH Keywords

measurement errorautoregressivelinear regressionLM test

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

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• Application of Least Squares Regression to Relationships Containing Auto- Correlated Error Terms

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