The Effect of the First Observation in Regression Models with First-Order Autoregressive Disturbances (Q3876878)
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English | The Effect of the First Observation in Regression Models with First-Order Autoregressive Disturbances |
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The Effect of the First Observation in Regression Models with First-Order Autoregressive Disturbances (English)
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1978
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effect of first observation
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regression models
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first-order autoregressive disturbances
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recursive residual
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Kalman filtering
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