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

DOI10.1016/0165-1765(82)90120-3zbMath1268.91140OpenAlexW2037533603MaRDI QIDQ356565

Leslie G. Godfrey

Publication date: 26 July 2013

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0165-1765(82)90120-3

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Linear regression; mixed models (62J05) Statistical methods; economic indices and measures (91B82)

Cites Work

• On the problem of ambiguities in maximum likelihood identification
• Lagged Endogenous Variables and the Cochrane-Orcutt Procedure

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