Note on Consistent Estimation of the Variance of the Disturbances in the Linear Model

DOI10.2307/1912081zbMath0259.62056OpenAlexW2037085825MaRDI QIDQ5674808

Teun Kloek

Publication date: 1972

Published in: Econometrica (Search for Journal in Brave)

Full work available at URL: https://ageconsearch.umn.edu/record/272031/files/erasmus024.pdf

Mathematics Subject Classification ID

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

Related Items (4)

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

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