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Author Question: The Cochrane-Orcutt iterative method is A) a special case of GLS estimation. B) a method to ... (Read 207 times)

Bob-Dole

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on: Jun 29, 2018
The Cochrane-Orcutt iterative method is
 
  A) a special case of GLS estimation.
  B) a method to compute HAC standard errors.
  C) a special case of maximum likelihood estimation.
  D) a grid search for the autoregressive parameters on the error process.

Question 2

To convey information about the dynamic multipliers more effectively, you should
 
  A) plot them.
  B) discuss these carefully one at a time.
  C) estimate them by maximum likelihood methods.
  D) first make sure that they are stationary.


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parshano

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Reply #1 on: Jun 29, 2018
Answer to Question 1

Answer: A

Answer to Question 2

Answer: A


Bob-Dole

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Reply #2 on: Jun 29, 2018
Thank you :)


parshano

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Reply #3 on: Jun 29, 2018
Happy to help you


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