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Undergrad Autocorrelation Error Interpretation
Hello, I have a question on Autocorrelation of OLS model. So I encountered a autocorrelation error, and use Cochrane - Orcutt Two-step Procedure(CORC) to fix it. And my OLS became GLS. And I have no idea how to interpret the coefficient on my initial X and Y with the new model. I mean something...- pham anh
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- Autocorrelation Econometrics Error Interpretation
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- Forum: Set Theory, Logic, Probability, Statistics