Pages that link to "Item:Q1117662"
From MaRDI portal
The following pages link to Estimators of the disturbance variance in econometric models. Small- sample bias and the existence of moments (Q1117662):
Displaying 11 items.
- Regressor and disturbance have moments of all orders, least squares estimator has none (Q286456) (← links)
- The finite-sample effects of VAR dimensions on OLS bias, OLS variance, and minimum MSE estimators (Q301969) (← links)
- Bounds for exact moments of estimators in the errors-in-variables model and simultaneous equations (Q918094) (← links)
- Linear unbiased approximators of the disturbances in the standard linear model (Q1059962) (← links)
- Properties of ordinary least squares estimators in regression models with nonspherical disturbances (Q1203093) (← 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)
- A note on \(S^{2}\) in a spatially correlated error components regression model for panel data (Q1934903) (← links)
- Bias approximations for covariance parameter estimators in the linear model with ar(1) errors (Q3474072) (← links)
- Practical estimators of the disturbance variance in econometric models (Q3982517) (← links)
