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Estimating the autocorrelated error model with trended data
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- repec:ebl:ecbull:v:3:y:2005:i:44:p:1-8 is not listed on IDEAS
- Sun, Hongguang & Pantula, Sastry G., 1999. "Testing for trends in correlated data," Statistics & Probability Letters, Elsevier, vol. 41(1), pages 87-95, January.
- Dufour, Jean-Marie & Neifar, Malika, 2004.
"Méthodes d’inférence exactes pour un modèle de régression avec erreurs AR(2) gaussiennes,"
L'Actualité Economique, Société Canadienne de Science Economique, vol. 80(4), pages 593-618, Décembre.
- DUFOUR, Jean-Marie & NEIFAR, Malika, 2003. "Méthodes d'inférence exactes pour un modèle de régression avec erreurs AR(2) gaussiennes," Cahiers de recherche 09-2003, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
- Jean-Marie Dufour & Malika Neifar, 2003. "Méthodes d'inférence exactes pour un modèle de régression avec erreurs AR(2) gaussiennes," CIRANO Working Papers 2003s-54, CIRANO.
- DUFOUR, Jean-Marie & NEIFAR, Malika, 2003. "Méthodes d’inférence exactes pour un modèle de régression avec erreurs AR(2) gaussiennes," Cahiers de recherche 2003-11, Universite de Montreal, Departement de sciences economiques.
- Guglielmo Maria Caporale & Luis A. Gil-Alana, 2015. "Infant mortality rates: time trends and fractional integration," Journal of Applied Statistics, Taylor & Francis Journals, vol. 42(3), pages 589-602, March.
- Elmawazini, Khaled & Galariotis, Emilios & Hossain, Ashrafee T. & Rjiba, Hatem, 2024. "Federal judge ideology and real earnings management," International Review of Financial Analysis, Elsevier, vol. 92(C).
- OlaOluwa Simon Yaya & Luis Alberiko Gil-Alana, 2020.
"Modelling Long-Range Dependence and Non-linearity in the Infant Mortality Rates of African Countries,"
International Advances in Economic Research, Springer;International Atlantic Economic Society, vol. 26(3), pages 303-315, August.
- Yaya, OlaOluwa A & Gil-Alana, Luis A., 2018. "Modelling Long Range Dependence and Non-linearity in the Infant Mortality Rates of Africa Countries," MPRA Paper 88752, University Library of Munich, Germany.
- Chihwa Kao & Jamie Emerson, 1998.
"On the Estimation of a Linear Time Trend Regression with a One- Way Error Component Model in the Presence of Serially Correlated Errors,"
Econometrics
9805004, University Library of Munich, Germany.
- Chihwa Kao & Jamie Emerson, 1999. "On the Estimation of a Linear Time Trend Regression with a One-Way Error Component Model in the Presence of Serially Correlated Errors," Center for Policy Research Working Papers 1, Center for Policy Research, Maxwell School, Syracuse University.
- Venkateswaran, Meenakshi & Kinnucan, Henry W. & Chang, Hui-Shung, 1993.
"Modeling Advertising Carryover in Fluid Milk: Comparison of Alternative Lag Specifications,"
Agricultural and Resource Economics Review, Cambridge University Press, vol. 22(1), pages 10-19, April.
- Venkateswaran, Meenakshi & Kinnucan, Henry W. & Chang, Hui-Shung (Christie), 1993. "Modeling Advertising Carryover In Fluid Milk: Comparison Of Alternative Lag Specifications," Agricultural and Resource Economics Review, Northeastern Agricultural and Resource Economics Association, vol. 22(01), pages 1-10, April.
- Dufour, Jean-Marie & Torres, Olivier, 2000.
"Markovian processes, two-sided autoregressions and finite-sample inference for stationary and nonstationary autoregressive processes,"
Journal of Econometrics, Elsevier, vol. 99(2), pages 255-289, December.
- DUFOUR, Jean-Marie & TORRÈS, Olivier, 2000. "Markovian Processes, Two-Sided Autoregressions and Finite-Sample Inference for Stationary and Nonstationary Autoregressive Processes," Cahiers de recherche 2000-12, Universite de Montreal, Departement de sciences economiques.
- Dufour, J.M. & Torres, O., 2000. "Markovian Progresses, Two-Sided Autoregressions and Finite-Sample Inference for Stationary and Nonstationary Autoregressive Processes," Cahiers de recherche 2000-12, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
- Jean-Marie Dufour & Olivier Torrès, 2000. "Markovian Processes, Two-Sided Autoregressions and Finite-Sample Inference for Stationary and Nonstationary Autoregressive Processes," CIRANO Working Papers 2000s-17, CIRANO.
- Baltagi, Badi H. & Liu, Long, 2013.
"Estimation and prediction in the random effects model with AR(p) remainder disturbances,"
International Journal of Forecasting, Elsevier, vol. 29(1), pages 100-107.
- Badi H. Baltagi & Long Liu, 2012. "Estimation and Prediction in the Random Effects Model with AR(p) Remainder Disturbances," Center for Policy Research Working Papers 138, Center for Policy Research, Maxwell School, Syracuse University.
- Miyazaki, Shigetaka & Griffiths, William E., 1984. "The properties of some covariance matrix estimators in linear models with AR(1) errors," Economics Letters, Elsevier, vol. 14(4), pages 351-356.
- Banerjee, Anurag N. & Magnus, Jan R., 2000. "On the sensitivity of the usual t- and F-tests to covariance misspecification," Journal of Econometrics, Elsevier, vol. 95(1), pages 157-176, March.
- Hasan Kazak & Taha Emre Çiftçi & Ahmet Tayfur Akcan & Ebru Özer Topaloğlu, 2024. "Is taxation a curse or a blessing? The case of Turkiye," Palgrave Communications, Palgrave Macmillan, vol. 11(1), pages 1-10, December.
- Banerjee, A.N., 1997. "The sensitivity of estimates, inferences and forecasts of linear models," Other publications TiSEM 3238733e-f996-4fd9-95ec-0, Tilburg University, School of Economics and Management.
- Yaya, OlaOluwa S & Adekoya, Oluwasegun B. & Babatunde, Oluwagbenga T., 2021.
"Testing Fractional Persistence and Nonlinearity in Infant Mortality Rates of Asia Countries,"
MPRA Paper
109370, University Library of Munich, Germany.
- Yaya, OlaOluwa S & Adekoya, Oluwasegun B. & Babatunde, Oluwagbenga T., 2021. "Testing Fractional Persistence and Nonlinearity in Infant Mortality Rates of Asia Countries," MPRA Paper 109368, University Library of Munich, Germany.
- Rosegrant, Mark W. & Kasryno, Faisal & Perez, Nicostrato D., 1998. "Output response to prices and public investment in agriculture: Indonesian food crops," Journal of Development Economics, Elsevier, vol. 55(2), pages 333-352, April.
- Roland Jeske & Seuck Song, 2003. "Relative efficiency of OLSE and COTE for seasonal autoregressive disturbances," Statistical Papers, Springer, vol. 44(3), pages 421-432, July.
- Valentina Meliciani & Franco Peracchi, 2009.
"Convergence in per-capita GDP across European regions: a reappraisal,"
Studies in Empirical Economics, in: Giuseppe Arbia & Badi H. Baltagi (ed.), Spatial Econometrics, pages 203-222,
Springer.
- Valentina Meliciani & Franco Peracchi, 2006. "Convergence in per-capita GDP across European regions: a reappraisal," Empirical Economics, Springer, vol. 31(3), pages 549-568, September.
- Valentina Meliciani & Franco Peracchi, 2004. "Convergence in Per-capita GDP Across European Regions: A Reappraisal," CEIS Research Paper 58, Tor Vergata University, CEIS.
- Rayner, Robert K., 1991. "Resampling methods for tests in regression models with autocorrelated errors," Economics Letters, Elsevier, vol. 36(3), pages 281-284, July.
- Lee, Junsoo, 2000. "On the end-point issue in unit root tests in the presence of a structural break," Economics Letters, Elsevier, vol. 68(1), pages 7-11, July.
- Tucci, Marco P., 1995. "Time-varying parameters: a critical introduction," Structural Change and Economic Dynamics, Elsevier, vol. 6(2), pages 237-260, June.
- Gonzalez Manteiga, W. & Vilar Fernandez, J. M., 1995. "Testing linear regression models using non-parametric regression estimators when errors are non-independent," Computational Statistics & Data Analysis, Elsevier, vol. 20(5), pages 521-541, November.
- Banker, Rajiv D. & Chang, Hsi-Hui & Majumdar, Sumit K., 1998. "Economies of scope in the U.S. telecommunications industry1," Information Economics and Policy, Elsevier, vol. 10(2), pages 253-272, June.
- Luis A. Gil-Alana, 2009. "Warming break trends and fractional integration in the northern, southern and global temperature anomaly series," Faculty Working Papers 09/09, School of Economics and Business Administration, University of Navarra.
- Christopher Williams & Jae-Jae Spoon, 2015. "Differentiated party response: The effect of Euroskeptic public opinion on party positions," European Union Politics, , vol. 16(2), pages 176-193, June.
- Luis A. Gil-Alana & Tommaso Trani, 2019. "Time Trends and Persistence in the Global CO2 Emissions Across Europe," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 73(1), pages 213-228, May.
- Teresa Alpuim & Abdel El-Shaarawi, 2008. "On the efficiency of regression analysis with AR(p) errors," Journal of Applied Statistics, Taylor & Francis Journals, vol. 35(7), pages 717-737.
- Obermaier, Robert, 2012. "German inventory to sales ratios 1971–2005—An empirical analysis of business practice," International Journal of Production Economics, Elsevier, vol. 135(2), pages 964-976.
- Rajiv Banker & Seok-Young Lee & Gordon Potter & Dhinu Srinivasan, 2010. "The impact of supervisory monitoring on high-end retail sales productivity," Annals of Operations Research, Springer, vol. 173(1), pages 25-37, January.
- Banker, Rajiv D. & Chang, Hsihui & Lee, Seok-Young, 2010. "Differential impact of Korean banking system reforms on bank productivity," Journal of Banking & Finance, Elsevier, vol. 34(7), pages 1450-1460, July.
- Jae Kim & Mahbuba Yeasmin, 2005. "The Size and Power of the Bias-Corrected Bootstrap Test for Regression Models with Autocorrelated Errors," Computational Economics, Springer;Society for Computational Economics, vol. 25(3), pages 255-267, June.
- Vougas, Dimitrios V., 2007. "GLS detrending and unit root testing," Economics Letters, Elsevier, vol. 97(3), pages 222-229, December.
- Badi H. Baltagi & Chihwa Kao & Long Liu, 2007. "Asymptotic Properties of Estimators for the Linear Panel Regression Model with Individual Effects and Serially Correlated Errors: The Case of Stationary and Non-Stationary Regressors and Residuals," Center for Policy Research Working Papers 93, Center for Policy Research, Maxwell School, Syracuse University.
- Preinerstorfer, David & Pötscher, Benedikt M., 2016.
"On Size And Power Of Heteroskedasticity And Autocorrelation Robust Tests,"
Econometric Theory, Cambridge University Press, vol. 32(2), pages 261-358, April.
- Preinerstorfer, David & Pötscher, Benedikt M., 2013. "On Size and Power of Heteroscedasticity and Autocorrelation Robust Tests," MPRA Paper 45675, University Library of Munich, Germany.
- Fried, Roland & Gather, Ursula, 2004. "Robust Trend Estimation for AR(1) Disturbances," Technical Reports 2004,64, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen.
- Jae Kim, 2005. "Bias-Corrected Bootstrap Inference for Regression Models with Autocorrelated Errors," Economics Bulletin, AccessEcon, vol. 3(44), pages 1-8.
- Phillips, Robert F., 2004. "Estimation of a generalized random-effects model: some ECME algorithms and Monte Carlo evidence," Journal of Economic Dynamics and Control, Elsevier, vol. 28(9), pages 1801-1824, July.
- Banker, Rajiv D. & Lee, Seok-Young & Potter, Gordon, 1996. "A field study of the impact of a performance-based incentive plan," Journal of Accounting and Economics, Elsevier, vol. 21(2), pages 195-226, April.