Pages that link to "Item:Q4140224"
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The following pages link to Bounds for the Bias of the Least Squares Estimator of @s^2 in the Case of a First-Order Autoregressive Process (Positive Autocorrelation) (Q4140224):
Displaying 7 items.
- Estimators of the disturbance variance in econometric models. Small- sample bias and the existence of moments (Q1117662) (← links)
- A note on \(S^2\) in a linear regression model based on two-stage sampling data (Q1293836) (← links)
- Consistency, asymptotic unbiasedness and bounds on the bias of \(s^ 2\) in the linear regression model with error component disturbances (Q1342772) (← links)
- Consistency and asymptotic unbiasedness of \(S^ 2\) in the serially correlated error components regression model for panel data (Q1815629) (← links)
- Comparison of MINQUE and simple estimate of the error variance in the general linear models (Q1873571) (← links)
- A note on \(S^{2}\) in a spatially correlated error components regression model for panel data (Q1934903) (← links)
- The effects of autocorrelation among errors on the consistency property of OLS estimator (Q3773104) (← links)
