Estimation and testing in quantitative linear models with autocorrelated errors
The efficiency of estimation procedures and the validity of testing procedures in simple and multiple quantitative linear models with autocorrelated errors have been studied in this thesis. The importance of the nature of the explanatory variable(s), fixed and trended versus purely random or followi...
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| Format: | Others |
| Language: | en |
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McGill University
2001
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| Online Access: | http://digitool.Library.McGill.CA:80/R/?func=dbin-jump-full&object_id=37863 |