Consistency, asymptotic unbiasedness and bounds on the bias of \(s^ 2\) in the linear regression model with error component disturbances

DOI10.1007/BF02926424zbMath0825.62589MaRDI QIDQ1342772

Badi H. Baltagi, Walter Kramer

Publication date: 6 February 1995

Published in: Statistical Papers (Search for Journal in Brave)

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Linear regression; mixed models (62J05)

Related Items (6)

Marcinkiewicz–Zygmund type strong law of large numbers for weighted sums of random variables with infinite moment and its applications ⋮ A note on \(S^{2}\) in a spatially correlated error components regression model for panel data ⋮ Strong laws for weighted sums of \(m\)-extended negatively dependent random variables and its applications ⋮ Complete consistency of estimators for regression models based on extended negatively dependent errors ⋮ Consistency and asymptotic unbiasedness of \(S^ 2\) in the serially correlated error components regression model for panel data ⋮ A note on \(S^2\) in a linear regression model based on two-stage sampling data

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