Multiple Choice
The Prais-Winsten procedure for AR(1) improves on the Cochrane-Orcutt method for AR(1) by
A) incorporating estimates of the first observation only in the first iteration.
B) incorporating estimates of the first observation in all iterations.
C) generating an estimate of that actually equals ρ.
D) reducing the required number of iterations.
Correct Answer:
Verified
Correct Answer:
Verified
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