Author:
Jeske Roland,Song Seuck Heun
Publisher
Springer Science and Business Media LLC
Subject
Statistics, Probability and Uncertainty,Statistics and Probability
Reference23 articles.
1. Busse, R., Jeske, R. and Krämer, W. (1994). Efficiency of least squares-estimation of polynomial trend when residuals are autocorrelated. Economics Letters, 45, 267–271.
2. Chipman, J.S., Kadiyala, K.R., Madansky, A. and Pratt, J.W. (1968). Efficiency of the sample mean when residuals follow a first-order stationary Markov process. Journal of the American Statistical Association, 63, 1237–1246.
3. Corrigendum (1969). ibid 64, 1700.
4. Chipman, J.S. (1979). Efficiency of least-squares estimation of linear trend when residuals are autocorrelated. Econometrica, 47, 115–128.
5. Cochrane, D. and Orcutt, G.H. (1949). Application of least squares regression to relationships containing autocorrelated error terms. Journal of the American Statistical Association, 44, 32–61.
Cited by
1 articles.
订阅此论文施引文献
订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献