Estimating the autocorrelated error model with trended data
- 30 June 1980
- journal article
- Published by Elsevier in Journal of Econometrics
- Vol. 13 (2) , 185-201
- https://doi.org/10.1016/0304-4076(80)90014-7
Abstract
No abstract availableKeywords
This publication has 7 references indexed in Scilit:
- Small-Sample Properties of Nonlinear Least Squares and Maximum Likelihood Estimators in the Context of Autocorrelated ErrorsJournal of the American Statistical Association, 1979
- On the Retention of the First Observations in Serial Correlation Adjustment of Regression ModelsInternational Economic Review, 1979
- A Maximum Likelihood Procedure for Regression with Autocorrelated ErrorsEconometrica, 1978
- Autoregressive Transformation, Trended Independent Variables and Autocorrelated Disturbance TermsThe Review of Economics and Statistics, 1976
- Small-Sample Properties of Several Two-Stage Regression Methods in the Context of Auto-Correlated ErrorsJournal of the American Statistical Association, 1969
- The Fitting of Time-Series ModelsRevue de l'Institut International de Statistique / Review of the International Statistical Institute, 1960
- Application of Least Squares Regression to Relationships Containing Auto- Correlated Error TermsJournal of the American Statistical Association, 1949