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A note on Cochrane-Orcutt estimation
Magee, Lonnie
- In:
Journal of Econometrics
35
(
1987
)
2-3
,
pp. 211-218
Persistent link: https://www.econbiz.de/10005228628
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Efficiency of iterative estimators in the regression model with AR(1) disturbances
Magee, Lonnie
- In:
Journal of Econometrics
29
(
1985
)
3
,
pp. 275-287
Persistent link: https://www.econbiz.de/10005285634
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