Exact Tests and Confidence sets in Linear Regressions with Autocorrelated Errors

Dufour, Jean-Marie

doi:10.2307/2938212

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Exact Tests and Confidence sets in Linear Regressions with Autocorrelated Errors

Author(s): Jean-Marie Dufour

Publication date Created: March 1990

Publication date (Print): March 1990

Journal: Econometrica

Publisher: JSTOR

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Title: Econometrica

Abbreviated Title: Econometrica

Publisher: JSTOR

ISSN (Print): 00129682

Publication date Created: March 1990

Publication date (Print): March 1990

Volume: 58

Issue: 2

Page: 475

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DOI: 10.2307/2938212

SO-VID: 81f0ddf8-6822-4229-ba25-1747551322f0

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Exact Tests and Confidence sets in Linear Regressions with Autocorrelated Errors

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