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- Wed Jan 13, 2016 10:14 am
- Forum: Econometric Discussions
- Topic: Correcting autocorrelation in estimations
- Replies: 1
- Views: 1897
Correcting autocorrelation in estimations
Hello all, I would need some advice on a multivariate regression problem. I am running regressions with macroeconomic data at first difference and using a AR(1) as regressor to correct autocorrelation (it makes Eviews do iterative regressions). However some models still contain autocorrelation with ...