Maeshiro, A. (1979) On the Retention of the First Observation in Serial Correlation Adjustment of Regression Models. International Economic Review, 20, 259-265.
http://dx.doi.org/10.2307/2526430

has been cited by the following article:

• TITLE: Influential Observations in Stochastic Model of Divisia Index Numbers with AR(1) Errors

  AUTHORS: Syed Muhammed Aqil Burney, Arfa Maqsood

  KEYWORDS: Hat Matrix, DFBETA, Divisia Index Number, Influential Observation, Autoregressive Process

  JOURNAL NAME: Applied Mathematics, Vol.5 No.6, April 8, 2014

  ABSTRACT: We use the general form of hat matrix and DFBETA measures to detect the influential observations in order to estimate the Divisia price index number when the error structure is first order serial correlation. An example is presented with reference to price data of Pakistan. Hat values show the noteworthy findings that the corresponding weights of consumer items have large influence on the parameter estimates and are not affected by the parameter of autoregressive process AR(1). Whereas DFBETAs for Divisia index numbers depend on both the weights and autoregressive parameter.