A central limit theorem is given for certain weighted partial sums of a covariance stationary process, assuming it is linear in martingale differences, but without any restriction on its spectrum. We ...

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 ...

Given the extraordinary claim, we were eager to examine the supporting evidence and have noticed several issues that cause us to find the claim doubtful. In the low baseline TL subgroup (N=17), ...

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