AR1—Estimation of a linear model with AR1 errors

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TomDoan
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Joined: Wed Nov 01, 2006 4:36 pm

AR1—Estimation of a linear model with AR1 errors

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AR1.RPF is an example of estimation of a model with AR(1) errors, using the AR1 instruction with several different options for handling the serial correlation. It also includes the alternative of estimation of LINREG with HAC standard errors.

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