Some further results on the efficiency of the Cochrane-Orcutt-estimator
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Recommendations
- THE EFFICIENCY OF THE COCHRANE-ORCUTT PROCEDURE
- A note on the efficiency of the Cochrane-Orcutt estimator of the AR(1) regression model
- ON THE EFFICIENCY OF THE COCHRANE–ORCUTT ESTIMATOR IN THE SERIALLY CORRELATED ERROR COMPONENTS REGRESSION MODEL FOR PANEL DATA
- Relative efficiency of OLSE and COTE for seasonal autoregressive disturbances
- scientific article; zbMATH DE number 3752085
Cites work
- scientific article; zbMATH DE number 3604250 (Why is no real title available?)
- A Transformation Used to Circumvent the Problem of Autocorrelation
- Application of Least Squares Regression to Relationships Containing Auto- Correlated Error Terms
- Efficiency of Least-Squares Estimation of Linear Trend when Residuals Are Autocorrelated
- Estimating the autocorrelated error model with trended data
- Finite Sample Efficiency of Ordinary Least Squares in the Linear Regression Model with Autocorrelated Errors
- Leverage and cochrane-orcutt estimation in linear regression
- Note on Estimating Linear Trend when Residuals are Autocorrelated
- THE EFFICIENCY OF THE COCHRANE-ORCUTT PROCEDURE
Cited in
(6)- Small sample properties of estimators in the autocorrelated error model: a review and some additional simulations
- Efficiency of the OLS estimator in the vicinity of a spatial unit root
- Leverage and cochrane-orcutt estimation in linear regression
- THE EFFICIENCY OF THE COCHRANE-ORCUTT PROCEDURE
- scientific article; zbMATH DE number 3752085 (Why is no real title available?)
- A note on the efficiency of the Cochrane-Orcutt estimator of the AR(1) regression model
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