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

DOI10.1016/0304-4076(79)90080-0MaRDI QIDQ754585zbMATHOpenAlexFDO

Authors 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

• scientific article; zbMATH DE number 3163319 (Why is no real title available?)
• scientific article; zbMATH DE number 3350922 (Why is no real title available?)
• 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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