메뉴 건너뛰기
Journal of Statistical Planning and Inference
Volumn 88, Issue 2, 2000, Pages 205-214
Some further results on the efficiency of the Cochrane-Orcutt-estimator
Author keywords

62J05; 62P20; Efficiency; GLS estimator* Cochrane Orcutt estimator; Linear regression model; OLS estimator
Indexed keywords

EID: 0042207331     PISSN: 03783758     EISSN: None     Source Type: Journal    
DOI: 10.1016/s0378-3758(00)00079-3     Document Type: Article
Times cited : (1)
References (10)
  • 1
    • 0000279242 scopus 로고
    • Efficiency of least squares estimation of linear trend when residuals are autocorrelated
    • Chipman J.S. Efficiency of least squares estimation of linear trend when residuals are autocorrelated. Econometrica. 47:1979;115-128.
    • (1979) Econometrica , vol.47 , pp. 115-128
    • Chipman, J.S.1
  • 2
    • 84947352928 scopus 로고
    • Applications of least squares regression to relationships containing autocorrelated error terms
    • Cochrane D., Orcutt D.H. Applications of least squares regression to relationships containing autocorrelated error terms. J. Amer. Statist. Assoc. 44:1949;32-61.
    • (1949) J. Amer. Statist. Assoc. , vol.44 , pp. 32-61
    • Cochrane, D.1    Orcutt, D.H.2
  • 4
    • 84985609317 scopus 로고
    • The efficiency of the Cochrane-Orcutt procedure
    • Hoque A. The efficiency of the Cochrane-Orcutt procedure. Austral. J. Statist. 31(3):1989;385-392.
    • (1989) Austral. J. Statist. , vol.31 , Issue.3 , pp. 385-392
    • Hoque, A.1
  • 5
    • 0038779930 scopus 로고
    • A transformation used to circumvent the problem of autocorrelation
    • Kadiyala K.R. A transformation used to circumvent the problem of autocorrelation. Econometrica. 36:1968;93-96.
    • (1968) Econometrica , vol.36 , pp. 93-96
    • Kadiyala, K.R.1
  • 6
    • 0000557558 scopus 로고
    • Note on estimating linear trend when residuals are autocorrelated
    • Krämer W. Note on estimating linear trend when residuals are autocorrelated. Econometrica. 50:1982;1065-1067.
    • (1982) Econometrica , vol.50 , pp. 1065-1067
    • Krämer, W.1
  • 7
    • 4243882798 scopus 로고
    • Trend in ökonometrischen Modellen
    • Institut für Höhere Studien, Wien
    • Krämer, W., 1984. Trend in ökonometrischen Modellen. Forschungsbericht Research Memorandum No. 196, Institut für Höhere Studien, Wien.
    • (1984) Forschungsbericht Research Memorandum No. , vol.196
    • Krämer, W.1
  • 8
    • 84950617944 scopus 로고
    • Finite sample efficiency of ordinary least squares in the linear regression model with autocorrelated errors
    • Krämer W. Finite sample efficiency of ordinary least squares in the linear regression model with autocorrelated errors. J. Amer. Statist. Assoc. 75:1985;1005-1009.
    • (1985) J. Amer. Statist. Assoc. , vol.75 , pp. 1005-1009
    • Krämer, W.1
  • 9
    • 0000223407 scopus 로고
    • Estimating the autocorrelated error model with trended data
    • Park R.E., Mitchell B.M. Estimating the autocorrelated error model with trended data. J. Econometrics. 13:1980;185-201.
    • (1980) J. Econometrics , vol.13 , pp. 185-201
    • Park, R.E.1    Mitchell, B.M.2
  • 10
    • 0042542779 scopus 로고
    • Leverage and Cochrane Orcutt estimation in linear regression
    • Stemann D., Trenkler G. Leverage and Cochrane Orcutt estimation in linear regression. Comm. Statist.-Theory Methods. 22:1993;1315-1333.
    • (1993) Comm. Statist.-Theory Methods , vol.22 , pp. 1315-1333
    • Stemann, D.1    Trenkler, G.2

* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.