References
- Econometrica v.46 A maximum likelihood procedure for regression with autocorrelated errors Beach, C. M.;MacJinnon, J. G.
- Journal of Econometrics v.7 Full maximum likelihood estimation of second order autorgressive error models Beach, C. G.;MacKinnon, J. G.
- TheEconomic Journal v.85 The wage-tax spiral, Canada - 1953-1970 Bruce, C. J.
- Journal of American Statistical Association v.44 Application of least squares regressions to relarionships containing autocorrelated terms Cochrane, D.;Orcutt , G. H.
- Ecometric Association v.44 Gerrnr, W. H.
- Australian Journal of Statistics v.31 The effciency of the Cochrane-Orcutt procedure Hoque, A.
- The Theory and Practice of Econometrics Judge, G. g.;Griffths, W. E.;Hill, R. C.;Lutkepoel, H.;Lee, T. C.
- Econometrica v.50 A transformation used to circumvent the problem of autocorrelation Kadiala, K. R.
- Econometrica v.50 Note on estimating linear trend when residuals are autocorrelated Kramer, W.
- Statistica Neerlandica v.27 On a simple transformation for second order autocorrelated disturbances in regession analysis Lempers, F. B.;Kloek, T.
- International Economic Review v.20 On the retention of first observation in serial correlation adjusment of regression models Maeshiro, A.
- Oxford Bulletin of Econometrics and Statistics v.44 Pitfalls in the application of the Cochrane Orcutt technique Oxley, L. T.;Robert, C. T.
- Applied Statistics v.37 Leverage and influence in autocorrelated regression models Puterman, M. L.
- Communications in Statistics: Theory and Method v.22 Leverage and Cochrance-Orcutt estimation in the linear regression Strmann, D.;Trenkler, G.