Estimating the autocorrelated error model with trended data
type: Item
instance of: scholarly article
title: Estimating the autocorrelated error model with trended data
zbMATH Open document ID: 0432.62061
DOI: 10.1016/0304-4076(80)90014-7
author: Rolla Edward Park
author: Bridger M. Mitchell
published in: Journal of Econometrics
publication date: 1980-01-01T00:00:00Z
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 65C05
zbMATH DE Number: 3673402
zbMATH Keywords: trended data
zbMATH Keywords: small sample properties of estimators
zbMATH Keywords: linear regression model
zbMATH Keywords: first-order autocorrelated errors
zbMATH Keywords: comparison of estimation efficiency
zbMATH Keywords: ordinary least squares
zbMATH Keywords: iterated Prais-Winsten estimator
zbMATH Keywords: full maximum likelihood estimator
MaRDI profile type: Publication
full work available at URL: 0304-4076(80)90014-7
OpenAlex ID: W2053258875
cites work: A Maximum Likelihood Procedure for Regression with Autocorrelated Errors
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cites work: On the Retention of the First Observations in Serial Correlation Adjustment of Regression Models
cites work: Q5626055
description: scientific article; zbMATH DE number 3673402