olsc0 — Cochrane-Orcutt estimation of an autocorrelated model
[rho,bet,iterout]=olsc0(y,x,maxit,crit)
y = real (nx1) vector of an endogenous variable
x = real (nxk) vector of an exogenous variable
maxit = a scalar, the maximum # of authorized iterations
crit = a scalar, the convergence criterionused to assess if the difference between successive values of the autocorrelation coefficient is significant
rho = the autocorrelation coefficient of the residuals
bet = estimated parameter
iterout = a (niter x 3) matrix giving for each iteration the estimated rho, the convergence criterion and its number