Some further results on the efficiency of the Cochrane–Orcutt-estimator-Reference-Cited by-同舟云学术

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Some further results on the efficiency of the Cochrane–Orcutt-estimator

Published:2000-08 Issue:2 Volume:88 Page:205-214
ISSN:0378-3758
Container-title:Journal of Statistical Planning and Inference
language:en
Short-container-title:Journal of Statistical Planning and Inference

Author:

Stemann D.,Trenkler G.

Publisher

Elsevier BV

Subject

Applied Mathematics,Statistics, Probability and Uncertainty,Statistics and Probability

Reference10 articles.

1. Efficiency of least squares estimation of linear trend when residuals are autocorrelated;Chipman;Econometrica,1979

2. Applications of least squares regression to relationships containing autocorrelated error terms;Cochrane;J. Amer. Statist. Assoc.,1949

3. Introductory Econometrics;Dhrymes,1978

4. The efficiency of the Cochrane–Orcutt procedure;Hoque;Austral. J. Statist.,1989

5. A transformation used to circumvent the problem of autocorrelation;Kadiyala;Econometrica,1968

Cited by 1 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Efficiency of the OLS estimator in the vicinity of a spatial unit root;Statistics & Probability Letters;2011-08

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