The Cochrane-Orcutt Iterative Method Is

question 5

Multiple Choice

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.

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Definitions:

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