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Generalized minimum distance estimators of a linear model with correlated errors

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  • J. Fernández
  • W. Manteiga

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  • J. Fernández & W. Manteiga, 2001. "Generalized minimum distance estimators of a linear model with correlated errors," Statistical Papers, Springer, vol. 42(3), pages 353-373, July.
    • Handle: RePEc:spr:stpapr:v:42:y:2001:i:3:p:353-373
    DOI: 10.1007/s003620100063
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    References listed on IDEAS

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    1. 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.
    2. 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.
    3. 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.
    4. Amemiya, Takeshi, 1973. "Generalized Least Squares with an Estimated Autocovariance Matrix," Econometrica, Econometric Society, vol. 41(4), pages 723-732, July.
    5. Georgiev, Alexander A., 1988. "Consistent nonparametric multiple regression: The fixed design case," Journal of Multivariate Analysis, Elsevier, vol. 25(1), pages 100-110, April.
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