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Iterations in the Cochrane-Orcutt Method for AR(1)should Be Continued Until ρ^=0.\hat { \rho } = 0 .

Question 29

Multiple Choice

Iterations in the Cochrane-Orcutt method for AR(1) should be continued until


A) ρ^=0.\hat { \rho } = 0 .
B) ρ^=ρ.\hat { \rho } = \rho .
C) ρ^\hat { \rho } changes by .05 between iterations.
D) ρ^\hat { \rho } is stable between iterations.

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