D e p a r t m e n t of Statistics University of Dortinund 4600 D o r t m u n d 50 G e r m a n y K e y Words & Phrases: i~egrcssion; Cochmitc-Otcutt estitnatot.; autoc:ort.elation; leverage; eficirncy. ABSTRACT: I11 this paper we investigate the influe~ice of the correlatio~l coefficient on the hat matrix diagorial corlil)olierit corresponding to the first transformed observation ill regression ~notlels with AR(1)-errors. Furtlrerniore a relationsliip between this first leverage autl the efficieucy of the Cochrane-Orcutt Estirnator is established.
scite is a Brooklyn-based organization that helps researchers better discover and understand research articles through Smart Citations–citations that display the context of the citation and describe whether the article provides supporting or contrasting evidence. scite is used by students and researchers from around the world and is funded in part by the National Science Foundation and the National Institute on Drug Abuse of the National Institutes of Health.