A Transformation Used to Circumvent the Problem of Autocorrelation

• 1 January 1968
• journal article
• Published by JSTOR in Econometrica
• Vol. 36  (1) , 93
• https://doi.org/10.2307/1909605

Abstract

Keywords

• PROBLEM OF AUTOCORRELATION
• CIRCUMVENT THE PROBLEM
• TRANSFORMATION USED TO CIRCUMVENT