On the Retention of the First Observations in Serial Correlation Adjustment of Regression Models
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Bibliographic InfoArticle provided by Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association in its journal International Economic Review.
Volume (Year): 20 (1979)
Issue (Month): 1 (February)
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- Baltagi, Badi H. & Liu, Long, 2013.
"Estimation and prediction in the random effects model with AR(p) remainder disturbances,"
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- Roland Jeske & Seuck Song, 2003. "Relative efficiency of OLSE and COTE for seasonal autoregressive disturbances," Statistical Papers, Springer, vol. 44(3), pages 421-432, July.
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