On the consistency property of OLS variance estimator when errors are autocorrelated

zbMath0718.62154MaRDI QIDQ2639538

Subhash C. Sharma

Publication date: 1987

Published in: Metron (Search for Journal in Brave)

zbMATH Keywords

rate of convergencelinear regression modelautocorrelation among errorslinear trend model with interceptordinary least-squares (OLS) variance estimator

Mathematics Subject Classification ID

Linear regression; mixed models (62J05)

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