Autocorrelation in OLS regression
- From: "K.F. Ting" <kfting@xxxxxxxxxxx>
- Date: Thu, 21 Jun 2007 15:16:05 +0800
For time series data, most of the text talks about the influence of
autocorrelation of the error term on OLS estimation. How about the
autocorrelation in the independent variables? Would it has an impact on OLS
estimation? Is there any text that could help me to further understand the
issue? Thanks.
Ting
.
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