THE COCHRANE-ORCUTT PROCEDURE NUMERICAL EXAMPLES OF MULTIPLE ADMISSIBLE MINIMA

被引:12
作者
DUFOUR, JM
GAUDRY, MJI
LIEM, TC
机构
关键词
D O I
10.1016/0165-1765(80)90055-5
中图分类号
F [经济];
学科分类号
02 ;
摘要
引用
收藏
页码:43 / 48
页数:6
相关论文
共 8 条
[1]  
BETANCOURT R, UNPUBLISHED
[2]   APPLICATION OF LEAST SQUARES REGRESSION TO RELATIONSHIPS CONTAINING AUTOCORRELATED ERROR TERMS [J].
COCHRANE, D ;
ORCUTT, GH .
JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1949, 44 (245) :32-61
[3]  
Goldfeld SM, 1972, NONLINEAR METHODS EC
[4]  
HILDRETH C, 1960, 276 MICH STAT U DEP
[5]  
Johnston J., 1972, ECONOMETRIC METHODS, V2nd edn
[6]  
MALINVAUD E, 1969, METHODES STATISTIQUE
[7]   GENERAL PROCEDURE FOR OBTAINING MAXIMUM LIKELIHOOD ESTIMATES IN GENERALIZED REGRESSION MODELS [J].
OBERHOFER, W ;
KMENTA, J .
ECONOMETRICA, 1974, 42 (03) :579-590
[8]  
Sargan J.D., 1964, ECONOMETRIC ANAL NAT, P25