A note on \(S^2\) in a linear regression model based on two-stage sampling data (Q1293836): Difference between revisions

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+Consistency, asymptotic unbiasedness and bounds on the bias of \(s^ 2\) in the linear regression model with error component disturbances
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+Q4170141
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+A Note on a Paper by T. Kloek Concerning the Consistency of Variance Estimation in the Linear Model
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+Estimators of the disturbance variance in econometric models. Small- sample bias and the existence of moments
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+Q4178320
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+Q3960954
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+Note on Consistent Estimation of the Variance of the Disturbances in the Linear Model
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+OLS Estimation in a Model Where a Microvariable is Explained by Aggregates and Contemporaneous Disturbances are Equicorrelated
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+Bounds for the Bias of the Least Squares Estimator of @s^2 in the Case of a First-Order Autoregressive Process (Positive Autocorrelation)
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+Bounds on the Variance of Regression Coefficients Due to Heteroscedastic or Autoregressive Errors
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+Strong consistency of variance estimation and asymptotic theory for tests of the linear hypothesis in multivariate linear models
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+The Effect of Two-Stage Sampling on Ordinary Least Squares Methods
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