Large-Sample Inference for a Regression Model with Autocorrelated Errors
基于多个独立自相关误差回归模型的间断观测，推导了同质性检验和共同回归参数的最大似然估计，并考虑了检验统计量和估计量的极限分布。
Based on intermittent observations from several independent regression models with autocorrelated errors, we derive tests of homogeneity, and the maximum likelihood estimate of the common regression parameter. The estimate for the regression parameter is based on aggregated data in the form of sample means at each time point. The limit distributions of the test statistics, and the estimate are considered.