In a linear regression model, when errors are autocorrelated, several asymptotically efficient estimators of parameters have been suggested in the literature. In this paper we study their small sample ...
Sankhyā: The Indian Journal of Statistics, Series B (1960-2002), Vol. 55, No. 3, Special Issue Dedicated to the Memory of P. C. Mahalanobis (Dec., 1993), pp. 297-309 (13 pages) Estimation procedures ...