APPLICATION OF LEAST SQUARES REGRESSION TO RELATIONSHIPS CONTAINING AUTOCORRELATED ERROR TERMS

被引：863

作者：

COCHRANE, D

ORCUTT, GH

机构：

来源：

关键词：

D O I：

10.2307/2280349

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

引用

页码：32 / 61

页数：30

共 35 条

[21] MARSHAK J, ECONOMETRICA, V12, P143
[22] ORCUTT GH, 1948, J ROY STAT SOC B, V10, P1
[23] ORCUTT GH, IN PRESS SAMPLING ST
[24] ORCUTT GH, 1948, BIOMETRIKA, V35, P1
[25] Rao CR, 1945, SANKHYA, V7, P9
[26] REIERSOL O, 1945, ARK MATEMATIK ASTR A, V32
[27] Stone Richard, 1945, J ROY STAT SOC, V108, P286
[28] TINBERGEN J, STATISTICAL TESTING, V2
[29] TINBERGEN J, 1939, BUSINESS CYCLES US
[30] SOME APPLICATIONS OF MULTIVARIATE ANALYSIS TO ECONOMIC DATA
TINTNER, G
[J]. JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1946, 41 (236) : 472 - 500