Browsing Economic and Social Review Archive: Complete Collection 1969- by Author "Neary, P"
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Relative efficiency of regression using original data or first differences - case of autocorrelated disturbances
Neary, P (Economic & Social StudiesDUBLIN, 1973)In two recent articles, Geary and Tillman have compared the efficiency of using data in absolute form or in the form of first differences in regression analysis of economic time series. Both authors take a highly unfavourable ...