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‘‘Moving Median’’ A Method Of Autocorrelation Solution

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Author Info
Eleftherios Giovanis (Chamber of Commerce of Serres in Greece)

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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.

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File URL: http://129.3.20.41/eps/em/papers/0511/0511011.pdf
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Publisher Info
Paper provided by EconWPA in its series Econometrics with number 0511011.

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Length: 34 pages
Date of creation: 09 Nov 2005
Date of revision:
Handle: RePEc:wpa:wuwpem:0511011

Note: Type of Document - pdf; pages: 34
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Web page: http://129.3.20.41

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Related research
Keywords: basic econometrics; moving median; autocorrelation solution; method of Durbin in two steps ; repetitive method of Cochrane – Orcutt;

Find related papers by JEL classification:
C1 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: General
C40 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - General

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