A general analysis of bias in the estimated standard errors of least squares coefficients

DOI10.1016/0304-4076(83)90108-2zbMath0517.62059OpenAlexW2018716887MaRDI QIDQ1053396

Bruce C. Greenwald

Publication date: 1983

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4076(83)90108-2

zbMATH Keywords

serial correlationbiasnonlinear relationshipestimated standard errors of least squares coefficientsvariance components models

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Linear regression; mixed models (62J05) Analysis of variance and covariance (ANOVA) (62J10)

Related Items (3)

Random group effects and the precision of regression estimates ⋮ Clustering, Spatial Correlations, and Randomization Inference ⋮ Properties of ordinary least squares estimators in regression models with nonspherical disturbances

Cites Work

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• SERIAL CORRELATION IN REGRESSION ANALYSIS. I
• Band Spectrum Regression
• Bounds on the Variance of Regression Coefficients Due to Heteroscedastic or Autoregressive Errors
• Estimates and Their Sampling Variance of Parameters of Certain Heteroscedastic Distributions

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