Structural inference for linear regression with autocorrelated errors

Benjamin Reiser

doi:10.1007/bf02923316

ScienceGate Book Chapters

JOURNAL ARTICLE

Structural inference for linear regression with autocorrelated errors

Benjamin Reiser

Year: 1976 Journal: Statistische Hefte Vol: 17 (1)Pages: 64-64 Publisher: Springer Nature

DOI: 10.1007/bf02923316

Get Full-Text PDF Get Analytical Report

Keywords:

Autoregressive model Inference Mathematics Statistics Autocorrelation Econometrics Likelihood function Linear regression Marginal likelihood Proper linear model Regression Regression analysis Markov chain Bayesian multivariate linear regression Computer science Maximum likelihood Artificial intelligence

Metrics

Cited By

0.00

FWCI (Field Weighted Citation Impact)

Refs

0.24

Citation Normalized Percentile

Is in top 1%

Is in top 10%

Citation History

Topics

Advanced Statistical Methods and Models

Physical Sciences → Mathematics → Statistics and Probability

Statistical and numerical algorithms

Physical Sciences → Mathematics → Applied Mathematics

Statistical Methods and Inference

Physical Sciences → Mathematics → Statistics and Probability

Structural inference for linear regression with autocorrelated errors

Metrics

Citation History

Topics

Related Documents

Structural inference for linear regression with autocorrelated errors

Linear regression with autocorrelated errors

Inference on log-linear regression model parameters with composite autocorrelated errors

Revisiting simple linear regression with autocorrelated errors

Large-Sample Inference for a Regression Model with Autocorrelated Errors