Pages that link to "Item:Q1284063"
From MaRDI portal
The following pages link to A paradox in least-squares estimation of linear regression models (Q1284063):
Displaying 8 items.
- Regressor and disturbance have moments of all orders, least squares estimator has none (Q286456) (← links)
- The mean-variance ratio test -- a complement to the coefficient of variation test and the Sharpe ratio test (Q553013) (← links)
- QML estimators in linear regression models with functional coefficient autoregressive processes (Q980670) (← links)
- Abnormal behavior of the least squares estimate of multiple regression (Q1368228) (← links)
- Hypothesis testing in generalized linear models with functional coefficient autoregressive pro\-cesses (Q1955291) (← links)
- Maximum likelihood estimators in linear regression models with Ornstein-Uhlenbeck process (Q2405678) (← links)
- An ancillarity paradox which appears in multiple linear regression (Q2641018) (← links)
- A SIMPLE HEURISTIC NOTE ON RANDOM SLOPES AND INTERCEPTS COEXISTING IN REGRESSION (Q2959608) (← links)