THE EFFICIENCY OF THE COCHRANE-ORCUTT PROCEDURE

DOI10.1111/J.1467-842X.1989.TB00983.XzbMath0707.62185OpenAlexW2031559913MaRDI QIDQ3489228

Asraul Hoque

Publication date: 1989

Published in: Australian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1467-842x.1989.tb00983.x

zbMATH Keywords

ordinary least squares estimatorautocorrelated disturbances

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Point estimation (62F10)

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Relative efficiency of OLSE and COTE for seasonal autoregressive disturbances ⋮ ON THE EFFICIENCY OF THE COCHRANE–ORCUTT ESTIMATOR IN THE SERIALLY CORRELATED ERROR COMPONENTS REGRESSION MODEL FOR PANEL DATA ⋮ Some further results on the efficiency of the Cochrane-Orcutt-estimator

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