A Note on the Asymptotic Property of S2 in Linear Regression Model with Correlated Errors |
Lee, Seung-Chun (Department of Statistics, Hanshin University) |
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Consistency of S² in the linear regression model with correlated errors
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The asymptotic unbiasedness of S? in the linear regression model with dependent errors
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과학기술학회마을 |
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The asymptotic unbiasedness of S² in the linear regression model with moving average or particular s -th order autocorrelated disturbances
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과학기술학회마을 |
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Bounds for the bias of the least squars estimator of σ² in case of a first-order autoregressive process (positive autocorrelation)
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Consistency, asymptotic unbiasedness and bounds on the bias of S² in the linear regression model with error component disturbances
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The asymptotic unbiasedness of S² in the linear regression model with AR(1)-disturbances
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