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Multiple Minima in the Estimation of Models with Autoregressive Disturbances

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Author Info
Doran, Howard
Kmenta, Jan

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Abstract

The 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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Publisher Info
Article provided by MIT Press in its journal Review of Economics & Statistics.

Volume (Year): 74 (1992)
Issue (Month): 2 (May)
Pages: 354-57
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Handle: RePEc:tpr:restat:v:74:y:1992:i:2:p:354-57

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