Pages that link to "Item:Q1093300"
From MaRDI portal
The following pages link to A note on the efficiency of the Cochrane-Orcutt estimator of the AR(1) regression model (Q1093300):
Displaying 9 items.
- A note on the estimation of dynamic regression models with autoregressive errors by means of the Cochrane-Orcutt procedure (Q356565) (← links)
- Small sample properties of modified Prais-Winston estimators in hypothesis testing in a linear model with \(AR(1)\) errors (Q902630) (← links)
- Estimation of a generalized random-effects model: some ECME algorithms and Monte Carlo evidence (Q953682) (← links)
- Efficiency of iterative estimators in the regression model with AR(1) disturbances (Q1086946) (← links)
- Estimating the autocorrelated error model with trended data (Q1138871) (← links)
- Some further results on the efficiency of the Cochrane-Orcutt-estimator (Q1579997) (← links)
- Small sample properties of estimators in the autocorrelated error model: a review and some additional simulations (Q3833469) (← links)
- Leverage and cochrane-orcutt estimation in linear regression (Q4275761) (← links)
- ON THE EFFICIENCY OF THE COCHRANE–ORCUTT ESTIMATOR IN THE SERIALLY CORRELATED ERROR COMPONENTS REGRESSION MODEL FOR PANEL DATA (Q4540580) (← links)
