A Transformation Used to Circumvent the Problem of Autocorrelation
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Cited in
(16)- On the relative efficiency of estimators which include the initial observations in the estimation of seemingly unrelated regressions with first-order autoregressive disturbances
- A note on the efficiency of the Cochrane-Orcutt estimator of the AR(1) regression model
- A note on the computation of maximum likelihood estimates in linear regression models with autocorrelated errors
- Autocorrelated disturbances in the light of specification analysis
- Maximum likelihood estimation of the GLS model with unknown parameters in the disturbance covariance matrix
- Relative efficiency of first difference estimator in panel data regression with serially correlated error components
- Optimum influence of initial observations in regression models with AR(2) errors
- Some further results on the efficiency of the Cochrane-Orcutt-estimator
- A note on Cochrane-Orcutt estimation
- Relative efficiency of OLSE and COTE for seasonal autoregressive disturbances
- Generalized least squares transformation and estimation with autoregressive error
- The effects of autocorrelation among errors on the consistency property of OLS estimator
- Small sample properties of estimators in the autocorrelated error model: a review and some additional simulations
- Linear estimation of the regression model with ARMA disturbances: a simulation study
- A NOTE ON ESTIMATING LINEAR TREND IN A REGRESSION MODEL WITH SERIALLY CORRELATED ERROR COMPONENTS
- ON THE EFFICIENCY OF THE COCHRANE–ORCUTT ESTIMATOR IN THE SERIALLY CORRELATED ERROR COMPONENTS REGRESSION MODEL FOR PANEL DATA
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