The effects of autocorrelation among errors on the consistency property of OLS variance estimator

DOI10.1016/0304-4076(85)90010-7zbMath0575.62063OpenAlexW1968067169MaRDI QIDQ1063986

Subhash C. Sharma

Publication date: 1985

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4076(85)90010-7

zbMATH Keywords

rate of convergenceconsistencyvariance estimatorordinary least squareseffects of autocorrelation among errorslinear trend model

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Linear regression; mixed models (62J05)

Related Items (1)

The effects of autocorrelation among errors on the consistency property of OLS estimator

Cites Work

• Bounds on the Variance of Regression Coefficients Due to Heteroscedastic or Autoregressive Errors
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