Multiple Minima in the Estimation of Models with Autoregressive Disturbances.

The problem of multiple minima obtained by using the search procedure in the context of the Cochrane-Orcutt transformation disappears when the observation set is extended to include the first observation, as proposed by Prais-Winsten. Copyright 1992 by MIT Press.

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Year of publication:	1992
Authors:	Doran, Howard ; Kmenta, Jan
Published in:	The Review of Economics and Statistics. - MIT Press. - Vol. 74.1992, 2, p. 354-57
Publisher:	MIT Press

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Extent:	application/pdf
Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005075984