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