Lagged Endogenous Variables and the Cochrane-Orcutt Procedure

• 1 July 1981
• journal article
• Published by JSTOR in Econometrica
• Vol. 49  (4) , 1073
• https://doi.org/10.2307/1912518

Abstract

Keywords

• ENDOGENOUS VARIABLES
• COCHRANE ORCUTT PROCEDURE
• LAGGED ENDOGENOUS