scholarly journals On the Estimation of a Linear Time Trend Regression with a One-Way Error Component Model in the Presence of Serially Correlated Errors

1999 ◽  
Author(s):  
Chihwa D. Kao ◽  
Jamie Emerson
Keyword(s):  
Time Trend ◽  
Linear Time ◽  
Error Component ◽  
Component Model ◽  
Correlated Errors ◽  
Linear Time Trend ◽  
Error Component Model

Monte Carlo results on several new and existing tests for the error component model

1992 ◽  
Vol 54 (1-3) ◽  
pp. 95-120 ◽  
Author(s):  
Badi H. Baltagi ◽  
Young-Jae Chang ◽  
Qi Li
Keyword(s):  
Monte Carlo ◽  
Error Component ◽  
Component Model ◽  
Error Component Model

scholarly journals Subsampling Intervals in Autoregressive Models with Linear Time Trend

Econometrica ◽  
2001 ◽  
Vol 69 (5) ◽  
pp. 1283-1314 ◽  
Author(s):  
Joseph P. Romano ◽  
Michael Wolf
Keyword(s):  
Time Trend ◽  
Linear Time ◽  
Autoregressive Models ◽  
Linear Time Trend
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