A note on the estimation of dynamic regression models with autoregressive errors by means of the Cochrane-Orcutt procedure
type: Item
instance of: scholarly article
title: A note on the estimation of dynamic regression models with autoregressive errors by means of the Cochrane-Orcutt procedure
zbMATH Open document ID: 1268.91140
DOI: 10.1016/0165-1765(82)90120-3
published in: Economics Letters
publication date: 2013-07-26T00:00:00Z
Mathematics Subject Classification ID: 91B82
Mathematics Subject Classification ID: 62J05
Mathematics Subject Classification ID: 62P20
zbMATH DE Number: 6191992
author: L. G. Godfrey
MaRDI profile type: Publication
full work available at URL: 0165-1765(82)90120-3
OpenAlex ID: W2037533603
cites work: Lagged Endogenous Variables and the Cochrane-Orcutt Procedure
cites work: On the problem of ambiguities in maximum likelihood identification
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description: scientific article; zbMATH DE number 6191992