'Moving Median' - a Method of Autocorrelation Solution

35 Pages Posted: 14 Dec 2005

See all articles by Eleftherios Giovanis

Eleftherios Giovanis

Izmir Bakircay University Department of International Trade and Business; Economic Research Forum (ERF)

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

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

Eleftherios Giovanis (Contact Author)

Izmir Bakircay University Department of International Trade and Business ( email )

Gazi Mustafa Kemal Mahallesi
Kaynak Caddesi Seyrek Menemen
Izmir, 35660
Turkey

Economic Research Forum (ERF) ( email )

21 Al-Sad Al-Aaly St.
(P.O. Box: 12311)
Dokki, Cairo
Egypt

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