An examination of two-step estimators for models with lagged dependent variables and autocorrelated errors
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Bibliographic InfoArticle provided by Elsevier in its journal Journal of Econometrics.
Volume (Year): 22 (1983)
Issue (Month): 3 (August)
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Web page: http://www.elsevier.com/locate/jeconom
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- Daniel L. Thornton, 1984. "A note on the relative efficiency of the Cochrane-Orcutt and OLS estimators when the autocorrelation process has a finite past," Working Papers 1984-002, Federal Reserve Bank of St. Louis.
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