Multiple Minima in the Estimation of Models with Autoregressive Disturbances
The problem of multiple minima obtained by using the search procedure in the context of the Cochrane-Orcutt transformation disappears when the observation set is extended to include the first observation, as proposed by Prais-Winsten. Copyright 1992 by MIT Press.
Volume (Year): 74 (1992)
Issue (Month): 2 (May)
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