Pages that link to "Item:Q849893"
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The following pages link to On the asymptotic bias of OLS in dynamic regression models with autocorrelated errors (Q849893):
Displaying 19 items.
- A note on the estimation of dynamic regression models with autoregressive errors by means of the Cochrane-Orcutt procedure (Q356565) (← links)
- Exogenous variables and asymptotic bias in dynamic models with autocorrelated errors: a note (Q375136) (← links)
- Further results on the \(h\)-test of Durbin for stable autoregressive processes (Q391625) (← links)
- On the bias of the OLS estimator in a nonstationary dynamic panel data model (Q449923) (← links)
- Asymptotically unbiased estimation of autocovariances and autocorrelations for panel data with incidental trends (Q553875) (← links)
- The role of ``leads'' in the dynamic OLS estimation of cointegrating regression models (Q960352) (← links)
- The determinants of cumulative endogeneity bias in multivariate analysis (Q1012531) (← links)
- The exact moments of OLS in dynamic regression models with non-normal errors (Q1123523) (← links)
- Bias correction of OLSE in the regression model with lagged dependent variables. (Q1583509) (← links)
- Higher-order asymptotic expansions of the least-squares estimation bias in first-order dynamic regression models (Q1927149) (← links)
- Results on the bias and inconsistency of ordinary least squares for the linear probability model (Q1929052) (← links)
- The bias of elasticity estimators in linear regression: some analytic results (Q1929829) (← links)
- Model-free tests for series correlation in multivariate linear regression (Q2301085) (← links)
- A Durbin–Watson serial correlation test for ARX processes via excited adaptive tracking (Q2799302) (← links)
- On the asymptotic behavior of the Durbin-Watson statistic for ARX processes in adaptive tracking (Q2802047) (← links)
- The effects of autocorrelation among errors on the consistency property of OLS estimator (Q3773104) (← links)
- Testing for residual correlation of any order in the autoregressive process (Q4638732) (← links)
- Adjusting for bias in long horizon regressions using R (Q5116809) (← links)
- Asymptotic Properties of OLS Estimates in Autoregressions with Bounded or Slowly Growing Deterministic Trends (Q5201508) (← links)
