Relative efficiency of OLSE and COTE for seasonal autoregressive disturbances
Download full text from publisher
As the access to this document is restricted, you may want to search for a different version of it.
References listed on IDEAS
- Busse, Ralf & Jeske, Roland & Kramer, Walter, 1994. "Efficiency of least-squares-estimation of polynomial trend when residuals are autocorrelated," Economics Letters, Elsevier, vol. 45(3), pages 267-271.
- 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.
- Kramer, Walter, 1982. "Note on Estimating Linear Trend When Residuals are Autocorrelated," Econometrica, Econometric Society, vol. 50(4), pages 1065-1067, July.
- Doran, Howard E., 1981. "Omission of an observation from a regression analysis : A dicussion on efficiency loss, with applications," Journal of Econometrics, Elsevier, vol. 16(3), pages 367-374, August.
- Chipman, John S, 1979. "Efficiency of Least-Squares Estimation of Linear Trend when Residuals are Autocorrelated," Econometrica, Econometric Society, vol. 47(1), pages 115-128, January.
- Oxley, Leslie T & Roberts, Colin J, 1982. "Pitfalls in the Application of the Cochrane-Orcutt Technique," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 44(3), pages 227-240, August.
- 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.
- 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.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Martellosio, Federico, 2011. "Efficiency of the OLS estimator in the vicinity of a spatial unit root," Statistics & Probability Letters, Elsevier, vol. 81(8), pages 1285-1291, August.
More about this item
KeywordsAutocorrelation; Seasonal data; Efficiency of OLSE; COTE;
StatisticsAccess and download statistics
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:spr:stpapr:v:44:y:2003:i:3:p:421-432. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Sonal Shukla) or (Rebekah McClure). General contact details of provider: http://www.springer.com .
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
Please note that corrections may take a couple of weeks to filter through the various RePEc services.