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PARIS-WINSTEN-DURBIN ESTIMATORS (1) answer(s).
 
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Finite sample properties of the ordinary least squares, the generalized least squares, the Paris-Winsten, and the Paris-Winsten-: Dept. of Economics, Univ. of Pittsburgh, Working Paper No. 27, September 1975 / Maeshiro, Asatoshi   Article
Maeshiro, Asatoshi Article
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Summary/Abstract For the estimation of a regression model with first order autocorrelation in the disturbance terms, the ordinary least squares estimator has been condemned, in general, as inferior to other contestants in various Monte Carlo Studies. This study provides a practical guide in the choice of estimators when an independent variable contains a trend.
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