This paper presents the results of a Monte Carlo comparison of feasible GLS estimators of the trend parameter in the linear trend plus noise model, where the noise component may or may not be a unit root process. We include an FGLS estimator that estimates the noise component using a...

This paper presents the results of a Monte Carlo comparison of feasible GLS estimators of the trend parameter in the linear trend plus noise model, where the noise component may or may not be a unit root process. We include an FGLS estimator that estimates the noise component using a...

A popular model for assessing dependence on time is the linear trend plus autoregressive error model. Considerable effort has been devoted toward efficient esitmation of and testing for a linear trend in the presence of serial correlation. However, the testing procedures used in practice do not...

This paper presents the results of a Monte Carlo comparison of feasible GLS estimators of the trend parameter in the linear trend plus noise model, where the noise component may or may not be a unit root process. We include an FGLS estimator that estimates the noise component using a...

We propose a general framework for performing full Bayesian analysis under linear inequality parameter constraints. The proposal is motivated by the BioCycle Study, a large cohort study of hormone levels of healthy women where certain well-established linear inequality constraints on the...