On the Retention of the First Observations in Serial Correlation Adjustment of Regression Models

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Untransformed first observation problem in regression model with moving average process
Relative efficiency of OLSE and COTE for seasonal autoregressive disturbances
On the efficiency of the Cochrane-Orcutt estimator
ON THE EFFICIENCY OF THE COCHRANE–ORCUTT ESTIMATOR IN THE SERIALLY CORRELATED ERROR COMPONENTS REGRESSION MODEL FOR PANEL DATA
A simple recursive estimation method for linear regression models with \(\text{AR}(p)\) disturbances
Optimum influence of initial observations in regression models with \(AR(2)\) errors
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 Cochrane-Orcutt estimation
Linear estimation of the regression model with ARMA disturbances: a simulation study
A note on the efficiency of the Cochrane-Orcutt estimator of the AR(1) regression model

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