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Statements

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dbr:Durbin–Watson_statistic
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dbr:Cochrane–Orcutt_estimation
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dbr:Autocorrelation
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Cochrane-Orcutt-Schätzung Cochrane–Orcutt estimation Método de Cochrane-Orcutt
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El Método de Cochrane-Orcutt es un procedimiento en econometría, que ajusta un modelo lineal de correlación serial en el término de error.​ Lleva el nombre de los estadísticos Donald Cochrane y Guy Orcutt, que trabajaron en el Departamento de Economía Aplicada de la Universidad de Cambridge. Die Cochrane-Orcutt-Schätzung (CO) ist eine iterative Schätzmethode, die vor allem in der Ökonometrie verwendet wird und mit der man in einem multiplen linearen Regressionsmodell Fehlerterme der Autokorrelation erster Ordnung und strikt exogene Variablen schätzen kann. Sie wurde nach den Statistikern und benannt. Cochrane–Orcutt estimation is a procedure in econometrics, which adjusts a linear model for serial correlation in the error term. Developed in the 1940s, it is named after statisticians Donald Cochrane and Guy Orcutt.
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Econometrics lecture
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Die Cochrane-Orcutt-Schätzung (CO) ist eine iterative Schätzmethode, die vor allem in der Ökonometrie verwendet wird und mit der man in einem multiplen linearen Regressionsmodell Fehlerterme der Autokorrelation erster Ordnung und strikt exogene Variablen schätzen kann. Sie wurde nach den Statistikern und benannt. Cochrane–Orcutt estimation is a procedure in econometrics, which adjusts a linear model for serial correlation in the error term. Developed in the 1940s, it is named after statisticians Donald Cochrane and Guy Orcutt. El Método de Cochrane-Orcutt es un procedimiento en econometría, que ajusta un modelo lineal de correlación serial en el término de error.​ Lleva el nombre de los estadísticos Donald Cochrane y Guy Orcutt, que trabajaron en el Departamento de Economía Aplicada de la Universidad de Cambridge.
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