EXACT TESTS AND CONFIDENCE SETS IN LINEAR REGRESSIONS WITH AUTOCORRELATED ERRORS

[1] Anderson TW, 1948, SKAND AKTUARIETIDSKR, V31, P88

[2] Basu D, 1955, SANKHYA, V15, P377

[3] MAXIMUM LIKELIHOOD PROCEDURE FOR REGRESSION WITH AUTO-CORRELATED ERRORS [J]. ECONOMETRICA, 1978, 46 (01) : 51 - 58

[4] BERENBLUT II, 1973, J R STAT SOC B, V35, P33

[5] ON THE THEORY OF TESTING FOR UNIT ROOTS IN OBSERVED TIME-SERIES [J]. REVIEW OF ECONOMIC STUDIES, 1986, 53 (03) : 369 - 384

[6] Davies RB., 1980, J ROYAL STAT SOC SER, VVol. 29, P323

[7] DUFOUR JM, 1986, 8648 U MONTR DEP SCI

[8] DURBIN J, 1971, BIOMETRIKA, V58, P1

[9] DURBIN J, 1951, BIOMETRIKA, V38, P159, DOI 10.2307/2332325

[10] DURBIN J, 1950, BIOMETRIKA, V37, P409, DOI 10.1093/biomet/37.3-4.409

[1] Anderson TW, 1948, SKAND AKTUARIETIDSKR, V31, P88

[2] Basu D, 1955, SANKHYA, V15, P377

[3] MAXIMUM LIKELIHOOD PROCEDURE FOR REGRESSION WITH AUTO-CORRELATED ERRORS [J]. ECONOMETRICA, 1978, 46 (01) : 51 - 58

[4] BERENBLUT II, 1973, J R STAT SOC B, V35, P33

[5] ON THE THEORY OF TESTING FOR UNIT ROOTS IN OBSERVED TIME-SERIES [J]. REVIEW OF ECONOMIC STUDIES, 1986, 53 (03) : 369 - 384

[6] Davies RB., 1980, J ROYAL STAT SOC SER, VVol. 29, P323

[7] DUFOUR JM, 1986, 8648 U MONTR DEP SCI

[8] DURBIN J, 1971, BIOMETRIKA, V58, P1

[9] DURBIN J, 1951, BIOMETRIKA, V38, P159, DOI 10.2307/2332325

[10] DURBIN J, 1950, BIOMETRIKA, V37, P409, DOI 10.1093/biomet/37.3-4.409