Doran, Howard; Kmenta, Jan - In: The Review of Economics and Statistics 74 (1992) 2, pp. 354-57
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.
