To be or not to be valid in testing the significance of the slope in simple quantitative linear models with autocorrelated errors

Journal of Statistical Computation and Simulation

Volumn 73, Issue 3, 2003, Pages 165-180

  Alpargu, Gülhan ^a   Dutilleul, Pierre ^b  

^a MCGILL UNIVERSITY   (Canada)

^b MCGILL UNIVERSITY   (Canada)

Author keywords

AR(1) errors; First differences; Fixed and trended versus random and AR(1) regressor; Least squares; Maximum likelihood; Modified t test; Restricted maximum likelihood

Indexed keywords

EID: 0037340863     PISSN: 00949655     EISSN: None     Source Type: Journal    
DOI: 10.1080/00949650215866     Document Type: Article

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