Asymptotic covariance matrix of procedures for linear regression in the presence of first-order autoregressive disturbances
J. Phillip Cooper
| Year of publication: |
1972
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| Authors: | Cooper, J. Phillip |
| Published in: |
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics. - [Wechselnde Erscheinungsorte] : [Wechselnde Verlage], ISSN 0012-9682, ZDB-ID 1798-X. - Vol. 40.1972, 2, p. 305-310
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| Type of publication: | Article |
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| Notes: | über: Cochrane, D. and G. H. Orcutt: Application of least squares regression to relationships containing auto-correlated errors. in: Journal of the American Statistical Association. 44.1949. Hildreth, C.: and J. Y. Lu: Demand relations with autocorrelated distrubances. in: Technical Bulletin 276. Michigan State Univ. 1960, Nov. |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10002026147