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

Cited in

(16)

Estimation of a generalized random-effects model: some ECME algorithms and Monte Carlo evidence
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Small sample efficiency gains from a first observation correction for hatanakafs estimator of the lagged dependent variable-serial correlation regression model
Small sample properties of estimators in the autocorrelated error model: a review and some additional simulations
New evidence on the small properties of estimators of SUR models with autocorrelated disturbances
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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