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First Order Autoregression: Inference, Estimation, and Prediction · Study

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ArticleFirst Order Autoregression: Inference, Estimation, and Prediction

Guy H. Orcutt1969

Article1969

First Order Autoregression: Inference, Estimation, and Prediction

Guy H. Orcutt · Herbert S. Winokur

192 citations·0/0 files stored·Econometrica

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Forecasting Techniques and Applications Spatial and Panel Data Analysis Statistical and numerical algorithms

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2006Bias in dynamic panel estimation with fixed effects, incidental trends and cross section dependence 2003Dynamic panel estimation and homogeneity testing under cross section dependence 2003Measuring and modeling systematic risk in factor pricing models using high-frequency data 2009Indirect inference for dynamic panel models 2005Jackknifing Bond Option Prices 1979The sampling distribution of forecasts from a first-order autoregression 2000An Empirical Application and Monte Carlo Analysis of Tests of Dynamic Specification 1980Finite Sample Theory and the Distributions of Alternative Estimators of the Marginal Propensity to Consume

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Year1969

Typearticle

Published1969-01-01

VenueEconometrica

ISSN-L0012-9682

Languageen

Citations192

Files0 public / 0

ShelfForecasting Techniques and Applications

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doi10.2307/1909199

openalex_workW1976946136

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