Omitted variables, variability of estimated parameters and the appearance of autocorrelated disturbances (Q754585)

From MaRDI portal





scientific article; zbMATH DE number 3647980
Language Label Description Also known as
default for all languages
No label defined
    English
    Omitted variables, variability of estimated parameters and the appearance of autocorrelated disturbances
    scientific article; zbMATH DE number 3647980

      Statements

      Omitted variables, variability of estimated parameters and the appearance of autocorrelated disturbances (English)
      0 references
      0 references
      0 references
      1979
      0 references
      autocorrelated disturbances
      0 references
      standard regression model
      0 references
      omitted variables
      0 references
      estimated variance matrix
      0 references
      regression coefficients
      0 references
      estimator reliability
      0 references
      mean square errors matrix
      0 references
      specification analysis
      0 references
      ordinary least squares
      0 references
      underestimation
      0 references

      Identifiers