1. If the transformed regression model (done by Cochrane-Orcuttt transformation) has a high standard error than the orig

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answerhappygod
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1. If the transformed regression model (done by Cochrane-Orcuttt transformation) has a high standard error than the orig

Post by answerhappygod »

1. If the transformed regression model (done by
Cochrane-Orcuttt transformation) has a high standard error
than the original model (meaning its standard errors are
underestimated), what direction is the autocorrelation? Is it
positive or negative? Or both? Why?
2. What are the main causes of autocorrelation and how does it
become different from our expected BLUE estimates?
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