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Econometrics

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Estimating the Error Correlation Term

EMETRC-YJNT6E

In estimating a feasible generalized least squares model to deal with an AR(1) serial correlation error structure, which is/are methods for estimating the error correlation term, $\hat{\rho}$?

A

Breusch and Pagan (1979)

B

Cochrane and Orcutt (1949)

C

Dickey and Fuller (1979)

D

Choices 'A' and 'B' only

E

Choices 'B' and 'C' only