SMALL-SAMPLE PROPERTIES OF SEVERAL 2-STAGE REGRESSION METHODS IN CONTEXT OF AUTO-CORRELATED ERRORS

[1] CHIPMAN JS, UNPUBLISHED PAPER

[2] APPLICATION OF LEAST SQUARES REGRESSION TO RELATIONSHIPS CONTAINING AUTOCORRELATED ERROR TERMS [J]. JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1949, 44 (245) : 32 - 61

[3] DHRYMES PJ, 1966, SOUTHERN ECONOMIC J, V33

[4] Durbin J., 1960, ECONOMETRICA, V28, P233, DOI [10.2307/1401322 0101.35604, 10.2307/1401322]

[5] HARTLEY HO, 1961, TECHNOMETRICS, V3

[6] HILDRETH C, 1966, RM5059PR RAND MEM

[7] HILDRETH C, 1960, 276 MICH STAT AES RE

[8] Johnston J., 1963, ECONOMETRIC METHODS, V(1st ed.)

[9] NOTE ON BIAS IN THE ESTIMATION OF AUTOCORRELATION [J]. BIOMETRIKA, 1954, 41 (3-4) : 403 - 404

[10] MALINVAUD E, 1966, STATISTICAL METHODS

[1] CHIPMAN JS, UNPUBLISHED PAPER

[2] APPLICATION OF LEAST SQUARES REGRESSION TO RELATIONSHIPS CONTAINING AUTOCORRELATED ERROR TERMS [J]. JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1949, 44 (245) : 32 - 61

[3] DHRYMES PJ, 1966, SOUTHERN ECONOMIC J, V33

[4] Durbin J., 1960, ECONOMETRICA, V28, P233, DOI [10.2307/1401322 0101.35604, 10.2307/1401322]

[5] HARTLEY HO, 1961, TECHNOMETRICS, V3

[6] HILDRETH C, 1966, RM5059PR RAND MEM

[7] HILDRETH C, 1960, 276 MICH STAT AES RE

[8] Johnston J., 1963, ECONOMETRIC METHODS, V(1st ed.)

[9] NOTE ON BIAS IN THE ESTIMATION OF AUTOCORRELATION [J]. BIOMETRIKA, 1954, 41 (3-4) : 403 - 404

[10] MALINVAUD E, 1966, STATISTICAL METHODS