Efficiency analysis of ten estimation procedures for quantitative linear models with autocorrelated errors

Journal of Statistical Computation and Simulation

Volumn 69, Issue 3, 2001, Pages 257-275

  Alpargu, Gülhan ^a   Dutilleul, Pierre ^b  

^a MCGILL UNIVERSITY   (Canada)

^b MCGILL UNIVERSITY   (Canada)

Author keywords

Autocorrelated errors; First differences; Least squares; Linear models; Maximum likelihood; Monte Carlo study; Relative efficiency; Structured versus random explanatory variable

Indexed keywords

EID: 0035648849     PISSN: 00949655     EISSN: None     Source Type: Journal    
DOI: 10.1080/00949650108812094     Document Type: Article

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