On the efficiency of the Cochrane-Orcutt estimator (Q1166224)

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scientific article; zbMATH DE number 3768845
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On the efficiency of the Cochrane-Orcutt estimator
scientific article; zbMATH DE number 3768845

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    On the efficiency of the Cochrane-Orcutt estimator (English)
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    1981
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    efficiency
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    Cochrane-Orcutt estimator
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    analytic approximations
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    linear model
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    autocorrelated disturbances
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    least squares estimators
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