An Example of Autocorrelated Disturbances in Linear Regression

John Gurland

Type: Article

Publication Date: 1954-04-01

Citations: 13

DOI: https://doi.org/10.2307/1907543

View Publication

Locations

Econometrica - View

Similar Works

Action	Title	Year	Authors
+	On Autocorrelated Disturbances in A Linear Regression Equation	1970	Katsuo Inoue
+	Testing for Autocorrelated Disturbances in Nonlinear Regression Analysis	1991	Masahito Kobayashi
+	A diagnostic for autocorrelation of the disturbances in regression models	1998	Cinzia Carota
+	Linear regression with autocorrelated errors	2018	Maxwell L. King
+	Autocorrelated Regression Models	2012	Vance L. Martin Stan Hurn David Harris
+	Autocorrelation in Regression	2011	Badi H. Baltagi
+	Autocorrelation in Regression	2012	Badi H. Baltagi
+	Correcting the influence of autocorrelated errors in linear regression models	2010	Daniela Daniela
+	Autocorrelated Error with AR(1) Process	2023	Isiaka Oloyede
+	Regression Models with Autocorrelated Errors	2005	A. K. Md. Ehsanes Saleh
+	Independent or uncorrelated disturbances in linear regression	1985	Harry H. Kelejian Ingmar R. Prucha
+	Nonlinear regression in the presence of autocorrelated errors	1974	J. Jeffery Goebel
+	Nonlinear regression in the presence of autocorrelated errors	1974	J. Jeffery Goebel
+	On the Regression Analysis Containing Autocorrelated Error Terms	1973	Atsushi Ohtaki
+	Corrigenda: The Problem of Autocorrelation in Regression Analysis	1955	R. L. Anderson
+	Modeling the Autocorrelated Errors in Time Series Regression: A Generalized Least Squares Approach	2018	Emmanuel Alphonsus Akpan Imoh Udo Moffat
+	Autocorrelated disturbances in the light of specification analysis	1977	Maitreyi Chaudhuri
+	The Fitting of Regression Curves with Autocorrelated Data	1956	N. A. Huttly
+	The fitting of regression curves with autocorrelated data	1956	N. A. HUTTLY
+	Note on Estimating Linear Trend when Residuals are Autocorrelated	1982	Walter Krämer

Works That Cite This (10)

Action	Title	Year	Authors
+	Generalized least squares transformation and estimation with autoregressive error	2007	Dimitrios V. Vougas
+ PDF Chat	Revisiting simple linear regression with autocorrelated errors	2004	Jaechoul Lee Robert Lund
+	A Maximum Likelihood Procedure for Regression with Autocorrelated Errors	1978	Charles M. Beach James G. MacKinnon
+	Efficiency of Least-Squares Estimation of Linear Trend when Residuals Are Autocorrelated	1979	John S. Chipman
+	Small sample properties of estimators in the autocorrelated error model: a review and some additional simulations	1989	T. E. Dielman Roger C. Pfaffenberger
+	Simple linear regression with multiple level shifts	2007	QiQi Lu Robert Lund
+	Unbiased regression estimators and their efficiencies	1958	W. H. Williams
+ PDF Chat	Prais–Winsten Algorithm for Regression with Second or Higher Order Autoregressive Errors	2021	Dimitrios V. Vougas
+	Generalized Least Squares Procedure for Regression with Autocorrelated Errors	1982	U. L. Gouranga Rao
+	Bayesian modeling of autoregressive partial linear models with scale mixture of normal errors	2013	Guillermo Ferreira Luis M. Castro Víctor H. Lachos Ronaldo Dias

Works Cited by This (2)

Action	Title	Year	Authors
+	Application of Least Squares Regression to Relationships Containing Auto-Correlated Error Terms	1949	Donald Cochrane Guy H. Orcutt
+	IV.—On Least Squares and Linear Combination of Observations	1936	A. C. Aitken