Relative efficiency of OLSE and COTE for seasonal autoregressive disturbances
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Volume (Year): 44 (2003)
Issue (Month): 3 (July)
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- Kramer, Walter, 1982. "Note on Estimating Linear Trend When Residuals are Autocorrelated," Econometrica, Econometric Society, vol. 50(4), pages 1065-1067, July.
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- Maeshiro, Asatoshi, 1979. "On the Retention of the First Observations in Serial Correlation Adjustment of Regression Models," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 20(1), pages 259-265, February.
- Maeshiro, Asatoshi, 1980. "Autocorrelation and Trended Explanatory Variables: A Reply," The Review of Economics and Statistics, MIT Press, vol. 62(3), pages 487-489, August.
- Taylor, William E., 1981. "On the efficiency of the Cochrane-Orcutt estimator," Journal of Econometrics, Elsevier, vol. 17(1), pages 67-82, September.
- King, Maxwell L., 1984. "A new test for fourth-order autoregressive disturbances," Journal of Econometrics, Elsevier, vol. 24(3), pages 269-277, March.
- Jeske, Roland & Butefisch, Thomas & Song, Seuck Heun, 1996. "The efficiency of the sample mean in a linear regression model when errors follow a first-order moving average process," Economics Letters, Elsevier, vol. 52(3), pages 235-240, September.
- Park, Rolla Edward & Mitchell, Bridger M., 1980. "Estimating the autocorrelated error model with trended data," Journal of Econometrics, Elsevier, vol. 13(2), pages 185-201, June.
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