'Moving Median' - a Method of Autocorrelation Solution
35 Pages Posted: 14 Dec 2005
Date Written: December 2005
Abstract
In econometric theory an important problem of estimation is the appearance of autocorrelation and of course the solution of it so that we will be able get off the problem of the autocorrelation from the old model ant to conduct to a new econometric model to forecast the prises in the future as always something like that can be possible.
Keywords: Basic econometrics, moving median, autocorrelation solution, method of Durbin in two steps, repetitive method of Cochrane-Orcutt
JEL Classification: C40
Suggested Citation: Suggested Citation
Giovanis, Eleftherios, 'Moving Median' - a Method of Autocorrelation Solution (December 2005). Available at SSRN: https://ssrn.com/abstract=869504 or http://dx.doi.org/10.2139/ssrn.869504
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