A note on Cochrane - Orcutt estimation
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Other versions of this item:
- Magee, Lonnie, 1987. "A note on Cochrane-Orcutt estimation," Journal of Econometrics, Elsevier, vol. 35(2-3), pages 211-218, July.
- MAGEE, Lonnie, 1987. "A note on Cochrane-Orcutt estimation," LIDAM Reprints CORE 753, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
Citations
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Cited by:
- Xiao, Zhijie, 2004.
"Estimating average economic growth in time series data with persistency,"
Journal of Macroeconomics, Elsevier, vol. 26(4), pages 699-724, December.
- Xiao, Qifang & Xiao, Zhijie, 2003. "Estimating Average Economic Growth in Time Series Data with Persistency," Working Papers 03-0111, University of Illinois at Urbana-Champaign, College of Business.
- F. Antolini & L. Grassini, 2019. "Foreign arrivals nowcasting in Italy with Google Trends data," Quality & Quantity: International Journal of Methodology, Springer, vol. 53(5), pages 2385-2401, September.
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