- Volume 10 Issue 1
An asymptotic property of the ordinary least squares estimator of the disturbance variance is considered in the regression model with correlated errors. It is shown that the convergence in probability of S
convergence in probability;convergence in L
- Empirical Economics v.16 pp.375-377 Consistency of S² in the linear regression model with correlated errors Kramer, W.;Berghoff, S. https://doi.org/10.1007/BF01206283
- Introduction to statistical time series Fuller, W. A.
- Statistical Papers v.32 pp.71-72 The asymptotic unbiasedness of S² in the linear regression model with AR(1)-disturbances Kramer, W. https://doi.org/10.1007/BF02925481
- Journal of the Korean Statistical Society v.25 pp.235-241 The asymptotic unbiasedness of S？ in the linear regression model with dependent errors Lee, S.;Kim, Y.-W.
- Econometrica v.45 pp.1258-1262 Bounds for the bias of the least squars estimator of σ² in case of a first-order autoregressive process (positive autocorrelation) Neudecker, H.
- Journal of the Korean Statistical Society v.23 pp.33-38 The asymptotic unbiasedness of S² in the linear regression model with moving average or particular s -th order autocorrelated disturbances Song, S. H.
- A course in probability theory Chung, K. L.
- Statistical Papers v.35 pp.28-36 Consistency, asymptotic unbiasedness and bounds on the bias of S² in the linear regression model with error component disturbances Baltagi, B.;Kramer, W.