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  • Search: subject:"method of Durbin in two steps"
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Subject
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autocorrelation solution 1 basic econometrics 1 method of Durbin in two steps 1 moving median 1 repetitive method of Cochrane – Orcutt 1
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Book / Working Paper 1
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Undetermined 1
Author
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Giovanis, Eleftherios 1
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EconWPA 1
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Econometrics 1
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‘‘MOVING MEDIAN’’ A METHOD OF AUTOCORRELATION SOLUTION
Giovanis, Eleftherios - EconWPA - 2005
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...
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