Asymptotic Covariance Matrix of Procedures for Linear Regression in the Presence of First-Order Autoregressive Disturbances

DOI10.2307/1909408zbMATH Open0244.62056OpenAlexW2057824032MaRDI QIDQ5656262FDOQ5656262

Authors: J. Phillip Cooper 

Publication date: 1972

Published in: Econometrica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/1909408

Mathematics Subject Classification ID

Linear regression; mixed models (62J05)

Cited In (1)

• Estimation of seemingly unrelated regression with lagged dependent variables and autocorrelated errors

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