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Cochrane–Orcutt estimation (English Wikipedia)

Analysis of information sources in references of the Wikipedia article "Cochrane–Orcutt estimation" in English language version.

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7doi.org
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3jstor.org
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1yale.edu
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1semanticscholar.org
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1handle.net
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doi.org

  • Cochrane, D.; Orcutt, G. H. (1949). "Application of Least Squares Regression to Relationships Containing Auto-Correlated Error Terms". Journal of the American Statistical Association. 44 (245): 32–61. doi:10.1080/01621459.1949.10483290.
  • Rao, Potluri; Griliches, Zvi (1969). "Small-Sample Properties of Several Two-Stage Regression Methods in the Context of Auto-Correlated Errors". Journal of the American Statistical Association. 64 (325): 253–272. doi:10.1080/01621459.1969.10500968. JSTOR 2283733.
  • Kadiyala, Koteswara Rao (1968). "A Transformation Used to Circumvent the Problem of Autocorrelation". Econometrica. 36 (1): 93–96. doi:10.2307/1909605. JSTOR 1909605.
  • Dufour, J. M.; Gaudry, M. J. I.; Liem, T. C. (1980). "The Cochrane-Orcutt procedure numerical examples of multiple admissible minima". Economics Letters. 6 (1): 43–48. doi:10.1016/0165-1765(80)90055-5.
  • Oxley, Leslie T.; Roberts, Colin J. (1982). "Pitfalls in the Application of the Cochrane‐Orcutt Technique". Oxford Bulletin of Economics and Statistics. 44 (3): 227–240. doi:10.1111/j.1468-0084.1982.mp44003003.x.
  • Dufour, J. M.; Gaudry, M. J. I.; Hafer, R. W. (1983). "A warning on the use of the Cochrane-Orcutt procedure based on a money demand equation". Empirical Economics. 8 (2): 111–117. doi:10.1007/BF01973194. S2CID 152953205.
  • Doran, Howard; Kmenta, Jan (1992). "Multiple Minima in the Estimation of Models With Autoregressive Disturbances". Review of Economics and Statistics. 74 (2): 354–357. doi:10.2307/2109671. hdl:2027.42/91908. JSTOR 2109671.

handle.net

hdl.handle.net

jstor.org

semanticscholar.org

api.semanticscholar.org

  • Dufour, J. M.; Gaudry, M. J. I.; Hafer, R. W. (1983). "A warning on the use of the Cochrane-Orcutt procedure based on a money demand equation". Empirical Economics. 8 (2): 111–117. doi:10.1007/BF01973194. S2CID 152953205.

yale.edu

cowles.yale.edu