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First Order Autoregression: Inference, Estimation, and Prediction

Guy H. Orcutt, Herbert S. Winokur
DOI: 10.2307/1909199
Econometrica

Data up to Jan 2025

Published1969
Citations199
References0
Fields
EconomicsMathematicsComputer scienceEconometricsStatisticsArtificial intelligence

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First Order Autoregression: Inference, Estimation, and Prediction (1969) – Econometrica | Metascience Observatory Explorer