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← A note on the estimation of dynamic regression models with autoregressive errors by means of the Cochrane-Orcutt procedure (Q356565)

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The following pages link to A note on the estimation of dynamic regression models with autoregressive errors by means of the Cochrane-Orcutt procedure (Q356565):

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ON THE EFFICIENCY OF THE COCHRANE–ORCUTT ESTIMATOR IN THE SERIALLY CORRELATED ERROR COMPONENTS REGRESSION MODEL FOR PANEL DATA (Q4540580) (← links)

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