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

DOI10.1016/0304-4076(79)90080-0zbMATH Open0416.62064OpenAlexW2083826431MaRDI QIDQ754585FDOQ754585

Yash P. Gupta, Esfandiar Maasoumi

Publication date: 1979

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

Full work available at URL: https://doi.org/10.1016/0304-4076(79)90080-0

zbMATH Keywords

ordinary least squaresomitted variablesregression coefficientsunderestimationautocorrelated disturbancesestimated variance matrixestimator reliabilitymean square errors matrixspecification analysisstandard regression model

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to economics (62P20)

Cites Work

• Title not available (Why is that?)
• Title not available (Why is that?)
• Application of Least Squares Regression to Relationships Containing Auto- Correlated Error Terms
• Autocorrelated disturbances in the light of specification analysis
• Specification Errors and the Estimation of Economic Relationships

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