Multiple Minima in the Estimation of Models with Autoregressive Disturbances
AbstractThe problem of multiple minima obtained by using the search procedure in the context of the Cochrane-Orcutt transformation disappears when the observation set is extended to include the first observation, as proposed by Prais-Winsten. Copyright 1992 by MIT Press.
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Bibliographic InfoArticle provided by MIT Press in its journal Review of Economics & Statistics.
Volume (Year): 74 (1992)
Issue (Month): 2 (May)
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Other versions of this item:
- Doran, H. & Kmenta, J., 1991. "Multiple Minima in the Estimation of Models with Autoregressive Disturbances," Papers 91-2, Michigan - Center for Research on Economic & Social Theory.
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