The regression model with autocorrelated disturbances is as follows: In these equations, y t are the dependent values, x t is a column vector of regressor variables, is a column vector of structural ...

Testing a low-dimensional null hypothesis against a high-dimensional alternative in a generalized linear model may lead to a test statistic that is a quadratic form in the residuals under the null ...

Joseph G. Ibrahim, Ming-Hui Chen, Stuart R. Lipsitz, Missing Responses in Generalised Linear Mixed Models When the Missing Data Mechanism is Nonignorable, Biometrika, Vol. 88, No. 2 (Jun., 2001), ...