The effects of autocorrelation among errors on the consistency property of OLS estimator (Q3773104)
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scientific article; zbMATH DE number 4032842
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| English | The effects of autocorrelation among errors on the consistency property of OLS estimator |
scientific article; zbMATH DE number 4032842 |
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The effects of autocorrelation among errors on the consistency property of OLS estimator (English)
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1987
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consistency
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convergence in probability
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Chebyshev's inequality
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trend model
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OLS estimator
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AR(1) errors
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MA(1) errors
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ARMA(1,1) errors
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ordinary least squares estimators
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rate of convergence
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autocorrelation
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0.9863486
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0.96097714
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0.8712831
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0.8630855
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0.8540953
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