What are the various methods of estimating the autocorrelation parameter p in the AR(1) scheme?

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Essentials of Econometrics

ISBN: 978-0073375847

4th edition

Authors: Damodar Gujarati, Dawn Porter

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Question Posted: Apr 12, 2016 07:33 AM

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What are the various methods of estimating the autocorrelation parameter p in the AR(1) scheme?

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These methods are 1 The first difference method where it is assumed th...View the full answer

Essentials of Econometrics

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