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A Potential Shortcoming of the Cochrane-Orcutt Method for AR(1)is That ρ^\hat { \rho }

Question 26

Multiple Choice

A potential shortcoming of the Cochrane-Orcutt method for AR(1) is that it


A) drops the first the first two observations.
B) drops the first observation.
C) does not typcially estimate ρ^\hat { \rho } correctly.
D) ρ^\hat { \rho } no longer changes between iterations.

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