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Asymptotic Covariance Matrix of Procedures for Linear Regression in the Presence of First- Order Autoregressive Disturbances

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  • Cooper, J Phillip

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  • Cooper, J Phillip, 1972. "Asymptotic Covariance Matrix of Procedures for Linear Regression in the Presence of First- Order Autoregressive Disturbances," Econometrica, Econometric Society, vol. 40(2), pages 305-310, March.
    • Handle: RePEc:ecm:emetrp:v:40:y:1972:i:2:p:305-10
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    Cited by:

    1. Davidson, Russell & MacKinnon, James G, 1984. "Model Specification Tests Based on Artificial Linear Regressions," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 25(2), pages 485-502, June.
    2. Shumway, C. Richard & Talpaz, Hovav, 1977. "Verification of Linear Programming Solutions, with Emphasis on Supply Implications," Journal of Agricultural and Applied Economics, Cambridge University Press, vol. 9(2), pages 1-8, December.
    3. Carr, Jack & Darby, Michael R., 1981. "The role of money supply shocks in the short-run demand for money," Journal of Monetary Economics, Elsevier, vol. 8(2), pages 183-199.
    4. Augustin Kwasi Fosu & Frederick R. Strobel, 1983. "International Impact on the U.S. Inflation in the 1970s," Eastern Economic Journal, Eastern Economic Association, vol. 9(4), pages 323-331, Oct-Dec.
    5. Shumway, C. Richard & Chang, A. Anne, 1980. "Supply Response Of Texas Field Crops: An Evaluation Of The Cet Linear Supply Model," Western Journal of Agricultural Economics, Western Agricultural Economics Association, vol. 5(2), pages 1-16, December.

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