‘‘MOVING MEDIAN’’ A METHOD OF AUTOCORRELATION SOLUTION

In econometric theory an important problem of estimation is the appearance of autocorrelation and of course the solution of it so that we will be able get off the problem of the autocorrelation from the old model ant to conduct to a new econometric model to forecast the prises in the future as always something like that can be possible.

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Year of publication:	2005-11-09
Authors:	Giovanis, Eleftherios
Institutions:	EconWPA
Subject:	basic econometrics \| moving median \| autocorrelation solution \| method of Durbin in two steps \| repetitive method of Cochrane – Orcutt

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Extent:	application/pdf
Series:	Econometrics.
Type of publication:	Book / Working Paper
Notes:	Type of Document - pdf; pages: 34 34 pages
Classification:	C1 - Econometric and Statistical Methods: General ; C40 - Econometric and Statistical Methods: Special Topics. General
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005119221