| ID | 364423 |
| Title Proper | On the retention of the first observations in serial correlation adjustment of regression models |
| Other Title Information | Dept. of Economics, Univ. of Pittsburgh, Working Paper No. 18 (Revised), October, 1976 |
| Language | ENG |
| Author | Maeshiro, Asatoshi |
| Summary / Abstract (Note) | The purpose of this note is to demonstrate, by using various examples, that when an independent variable contains a commonly observed amount of trend and the disturbances possess positive serial correlation, the increase in efficiency due to the retention of the first observations in the process of first-order serial correlation adjustment may be much larger than what is expected apriori or from the results of Monte carlo Studies |
| `In' analytical Note | In Barnow, Burt S.: The production of primary education in Pennsylvania. [Dept. of Economics, Univ. of Pittsburgh, Working Paper No. 14, May 1975] Pittsburgh, Pennsylvania. Department of Economics, University of Pittsburgh, 1975. |
| Key Words | Regression models |