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‘‘Moving Median’’ A Method Of Autocorrelation Solution


  • Eleftherios Giovanis

    (Chamber of Commerce of Serres in Greece)


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.

Suggested Citation

  • Eleftherios Giovanis, 2005. "‘‘Moving Median’’ A Method Of Autocorrelation Solution," Econometrics 0511011, EconWPA.
  • Handle: RePEc:wpa:wuwpem:0511011
    Note: Type of Document - pdf; pages: 34

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    References listed on IDEAS

    1. S. Illeris & G. Akehurst, 2001. "Introduction," The Service Industries Journal, Taylor & Francis Journals, vol. 21(1), pages 1-4, January.
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    More about this item


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

    JEL classification:

    • C1 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General
    • C40 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - General

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