| Display title | Prais–Winsten estimation |
| Default sort key | Prais-Winsten Transformation |
| Page length (in bytes) | 6,960 |
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| Page ID | 223194 |
| Page content language | en - English |
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| Page creator | imported>AstroAI |
| Date of page creation | 02:57, 9 May 2022 |
| Latest editor | imported>AstroAI |
| Date of latest edit | 02:57, 9 May 2022 |
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Description | Content |
Article description: (description)
This attribute controls the content of the description and og:description elements. | In econometrics, Prais–Winsten estimation is a procedure meant to take care of the serial correlation of type AR(1) in a linear model. Conceived by Sigbert Prais and Christopher Winsten in 1954, it is a modification of Cochrane–Orcutt estimation in the sense that it does not lose the first observation... |
