Phillips, Peter C. B. - 2010
Two distinguished New Zealanders pioneered some of the foundations of modern econometrics. Alec Aitken, one of the most … linear regression, generalized least squares (GLS) estimation, algorithms for Hodrick Prescott (HP) style data smoothing (six … decades before their use in economics), and statistical estimation theory leading to the Cramér Rao bound. Rex Bergstrom …