On the efficiency of the Cochrane-Orcutt estimator (Q1166224)
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scientific article; zbMATH DE number 3768845
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | 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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