Comparisons of tests for AR$(1)$ parameter in regression models with autocorrelated errors

Ravishanker, Nalini, Tsai, Chih-Ling . Journal of Probability and Statistical Science 2003. 1 (1) :89-100

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Bibtex

@article{CIS-186044,
  Author = {Ravishanker, Nalini and Tsai, Chih-Ling},
  Title = {Comparisons of tests for AR$(1)$ parameter in regression models with autocorrelated errors},
  Journal = {Journal of Probability and Statistical Science},
  Volume = {1},
  Number = {1},
  Year = {2003},
  Pages = {89--100},
  Keywords = {Autocorrelation, Likelihood ratio test, Durbin-Watson test, Asymptotic test, Score test, profile log-likelihood function}
}

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