𝔖 Bobbio Scriptorium
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Simple Regressions with Linear Time Trends

✍ Scribed by Uwe Hasseler

Book ID
108549406
Publisher
John Wiley and Sons
Year
2000
Tongue
English
Weight
126 KB
Volume
21
Category
Article
ISSN
0143-9782

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πŸ“œ SIMILAR VOLUMES

Simple linear regression with multiple l
Simple linear regression with multiple level shifts
✍ Qiqi Lu; Robert B. Lund πŸ“‚ Article πŸ“… 2007 πŸ› John Wiley and Sons 🌐 French βš– 636 KB

## Abstract The authors study the properties of the ordinary least squares trend estimator in a simple linear regression model with multiple known level shift times. The error component in the model is taken to be a general short‐memory stationary time series. The authors establish the consistency