Bounds on the Variance of Regression Coefficients Due to Heteroscedastic or Autoregressive Errors

DOI10.2307/1911982zbMATH Open0286.62050OpenAlexW2152964326MaRDI QIDQ4773175FDOQ4773175

Authors: S. T. Sathe, H. D. Vinod 

Publication date: 1974

Published in: Econometrica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/1911982

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Applications of statistics to economics (62P20)

Cited In (9)

• The effects of autocorrelation among errors on the consistency property of OLS estimator
• A note on \(S^{2}\) in a spatially correlated error components regression model for panel data
• A note on \(S^2\) in a linear regression model based on two-stage sampling data
• Consistency, asymptotic unbiasedness and bounds on the bias of \(s^ 2\) in the linear regression model with error component disturbances
• Consistency and asymptotic unbiasedness of \(S^ 2\) in the serially correlated error components regression model for panel data
• The effects of autocorrelation among errors on the consistency property of OLS variance estimator
• Estimators of the disturbance variance in econometric models. Small- sample bias and the existence of moments
• The exact bias of \(s^2\) in linear panel regressions with spatial autocorrelation
• A general analysis of bias in the estimated standard errors of least squares coefficients

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