| ID | 364417 |
| Title Proper | Note: Autoregressive transformation, trended independent variables and autocorrelated disturbance terms |
| Other Title Information | Dept. of Economics, Univ. of Pittsburgh, Working Paper No. 11 (Reprinted from the The Review of Economics and Statistics, Published by Harvard University, Copyright, 1976, by the President and Fellows of Harvard College. Vol LVIII, No. 4, November 1976) |
| Language | ENG |
| Author | Maeshiro, Asatoshi |
| Summary / Abstract (Note) | This paper argues that under one commonly observed condition the "Cochrane-Orcutt" (C-O) transformation reduces rather than increases the efficiency of these estimators. That case is an important one - when there is a moderate trend present in independent variables and the sample is is not very large. |
| `In' analytical Note | In Gruver, Gene W. & Thorn, Richard S.: The optimal rate of depletion of an exhaustible natural resource for a small country. [Dept. of Economics, Univ. of Pittsburgh, Working Paper No. 1, August 1974] Pittsburgh, Pennsylvania. Department of Economics, University of Pittsburgh, 1974. |
| Key Words | Autoregressive transformation |