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Linear model with autoregressive errors: estimation and testing of the parameters

In: Tatra Mountains Mathematical Publications, vol. 17, no. 3
Viktor Witkovský
Detaily:
Rok, strany: 1999, 273 - 282
O článku:
The paper gives a brief overview of the classical procedures for estimation and testing of the parameters in the linear model with autoregressive errors. The estimator of the autoregressive coefficient is an important part of the test statistics used for testing the unit root hypothesis. The statistical properties of the selected estimators and test statistics are compared by simulations.
Ako citovať:
ISO 690:
Witkovský, V. 1999. Linear model with autoregressive errors: estimation and testing of the parameters. In Tatra Mountains Mathematical Publications, vol. 17, no.3, pp. 273-282. 1210-3195.

APA:
Witkovský, V. (1999). Linear model with autoregressive errors: estimation and testing of the parameters. Tatra Mountains Mathematical Publications, 17(3), 273-282. 1210-3195.