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‘‘Moving Median’’ A Method Of Autocorrelation Solution

Author

Listed:
  • Eleftherios Giovanis

    (Chamber of Commerce of Serres in Greece)

Abstract

In econometric theory an important problem of estimation is the appearance of autocorrelation and of course the solution of it so that we will be able get off the problem of the autocorrelation from the old model ant to conduct to a new econometric model to forecast the prises in the future as always something like that can be possible.

Suggested Citation

  • Eleftherios Giovanis, 2005. "‘‘Moving Median’’ A Method Of Autocorrelation Solution," Econometrics 0511011, University Library of Munich, Germany.
    • Handle: RePEc:wpa:wuwpem:0511011
    Note: Type of Document - pdf; pages: 34
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    File URL: https://econwpa.ub.uni-muenchen.de/econ-wp/em/papers/0511/0511011.pdf
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    More about this item

    Keywords

    basic econometrics; moving median; autocorrelation solution; method of Durbin in two steps ; repetitive method of Cochrane – Orcutt;
    All these keywords.

    JEL classification:

    • C1 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General
    • C40 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - General

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