Generalized minimum distance estimators of a linear model with correlated errors
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Volume (Year): 42 (2001)
Issue (Month): 3 (July)
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References listed on IDEAS
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- Winfried Stute, 1995. "Bootstrap of a linear model with AR-error structure," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 42(1), pages 395-410, December.
- Roussas, George G., 1989. "Consistent regression estimation with fixed design points under dependence conditions," Statistics & Probability Letters, Elsevier, vol. 8(1), pages 41-50, May.
- Amemiya, Takeshi, 1973. "Generalized Least Squares with an Estimated Autocovariance Matrix," Econometrica, Econometric Society, vol. 41(4), pages 723-732, July.
- Pham, Tuan D. & Tran, Lanh T., 1985. "Some mixing properties of time series models," Stochastic Processes and their Applications, Elsevier, vol. 19(2), pages 297-303, April.
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