A note on the relative efficiency of the Cochrane-Orcutt and OLS estimators when the autocorrelation process has a finite past
Daniel L. Thornton
| Year of publication: |
1984
|
|---|---|
| Authors: | Thornton, Daniel L. |
| Publisher: |
St. Louis |
| Subject: | Ökonometrik Schätzung | Schätztheorie | Estimation theory | Autokorrelation | Autocorrelation | Kleinste-Quadrate-Methode | Least squares method |
| Extent: | 6 S |
|---|---|
| Series: | |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Notes: | mit Bibliogr. OLS = Ordinary least squares |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10002907478