Time series regression usually involves independent variables other than a time-trend. However, the simple time-trend model is convenient for illustrating regression with autocorrelated errors, and ...

The AUTOREG procedure provides regression analysis and forecasting of linear models with autocorrelated or heteroscedastic errors. The AUTOREG procedure includes the following features: estimation and ...

Complementing this, studies on QR-based estimators in partially linear models with correlated errors have extended the utility of cross validation techniques in selecting shrinkage parameters ...