‘‘MOVING MEDIAN’’ A METHOD OF AUTOCORRELATION SOLUTION
Econometrics from EconWPA
In econometric theory an important problem of estimation is the appearance of autocorrelation and of course the solution of it so that we will be able get off the problem of the autocorrelation from the old model ant to conduct to a new econometric model to forecast the prises in the future as always something like that can be possible.
Keywords: basic econometrics; moving median; autocorrelation solution; method of Durbin in two steps; repetitive method of Cochrane – Orcutt (search for similar items in EconPapers)
JEL-codes: C1 C40 (search for similar items in EconPapers)
Note: Type of Document - pdf; pages: 34
References: View references in EconPapers View complete reference list from CitEc
Citations Track citations by RSS feed
Downloads: (external link)
This item may be available elsewhere in EconPapers: Search for items with the same title.
Export reference: BibTeX
RIS (EndNote, ProCite, RefMan)
Persistent link: http://EconPapers.repec.org/RePEc:wpa:wuwpem:0511011
Access Statistics for this paper
More papers in Econometrics from EconWPA
Series data maintained by EconWPA ().