FINITE-SAMPLE EFFICIENCY OF ORDINARY LEAST-SQUARES IN THE LINEAR-REGRESSION MODEL WITH AUTO-CORRELATED ERRORS

被引：44

作者：

KRAMER, W ^{[1
]}

机构：

[1] UNIV MANNHEIM,FAK VOLKSWIRTSCHAFTSLEHRE & STAT,D-6800 MANNHEIM,FED REP GER

来源：

JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION | 1980年 / 75卷 / 372期

关键词：

D O I：

10.2307/2287196

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

引用

页码：1005 / 1009

页数：5

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