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
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页码：1005 / 1009
页数：5
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