A note on the efficiency of the cochrane-orcutt estimator of the ar(1) regression model
Work
Year: 1987
Type: article
Source: Journal of Econometrics
Author Daniel L. Thornton
Institution Federal Reserve Bank of St. Louis
Cites: 8
Cited by: 15
Related to: 10
FWCI: 0.657
Citation percentile (by year/subfield): 83.41
Domain: Social Sciences
Open Access status: closed