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Explicit Formulas to Determine the E¢ ciency of OLS in the Presence of First Order Autoregressive Disturbances
(الجامعة الإسلامية - غزة, 2006)
In problems concerning time series, it is often the case that the distur- bances are, in fact, correlated. It is known that the ordinary least squares (OLS) may not be optimal in this context. We have proved that the rela- ...