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Ordinary least squares, a method used in regression analysis for estimating linear models
In econometrics, Prais–Winsten estimation is a procedure meant to take care of the serial correlation of type AR(1) in a linear model.
Fan, J., Samworth, R. and Wu, Y. (2009), Ultrahigh dimensional feature selection: beyond the linear model, J. Machine Learning Research, 10, 2013—2038.