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Eleftherios Giovanis

Econometrics from University Library of Munich, Germany

Abstract: 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)
Date: 2005-11-09
Note: Type of Document - pdf; pages: 34
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