Hildreth–Lu estimation, named for Clifford Hildreth and John Y. Lu, is a method for adjusting a linear model in response to the presence of serial correlation in the error term. It is an iterative procedure related to the Cochrane–Orcutt estimation.
Hildreth–Lu estimation, named for Clifford Hildreth and John Y. Lu, is a method for adjusting a linear model in response to the presence of serial correlation in the error term. It is an iterative procedure related to the Cochrane–Orcutt estimation.
Source: Wikipedia "Hildreth–Lu estimation" · CC BY-SA 4.0
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