Efficiency and validity analyses of two-stage estimation procedures and derived testing procedures in quantitative linear models with AR(1) errors

Communications in Statistics Part B: Simulation and Computation

Volumn 32, Issue 3, 2003, Pages 799-833

  Alpargu, Gülhan ^a   Dutilleul, Pierre ^b  

^a MCGILL UNIVERSITY   (Canada)

^b MCGILL UNIVERSITY   (Canada)

Author keywords

AR(1) errors; Cochrane orcuit procedure; Efficient estimation; Fixed vs. random explanatory variable; Generalized least squares; Prais Winsten procedure; Restricted maximum likelihood; Valid testing

Indexed keywords

EID: 0042886015     PISSN: 03610918     EISSN: None     Source Type: Journal    
DOI: 10.1081/SAC-120017863     Document Type: Article

References (27)