On the consistency property of OLS variance estimator when errors are autocorrelated (Q2639538)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the consistency property of OLS variance estimator when errors are autocorrelated |
scientific article |
Statements
On the consistency property of OLS variance estimator when errors are autocorrelated (English)
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1987
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linear regression model
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ordinary least-squares (OLS) variance estimator
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autocorrelation among errors
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rate of convergence
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linear trend model with intercept
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