Almost unbiased variance estimation in linear regressions with many covariates
type: Item
instance of: scholarly article
title: Almost unbiased variance estimation in linear regressions with many covariates
zbMATH Open document ID: 1401.62105
author: Stanislav Anatolyev
published in: Economics Letters
publication date: 2018-10-05T00:00:00Z
Mathematics Subject Classification ID: 62J05
Mathematics Subject Classification ID: 62F10
zbMATH DE Number: 6947802
zbMATH Keywords: linear regression
zbMATH Keywords: ordinary least squares
zbMATH Keywords: variance estimation
zbMATH Keywords: many regressor asymptotics
MaRDI profile type: Publication
full work available at URL: j.econlet.2018.05.003
OpenAlex ID: W2799395339
cites work: Inference in Linear Regression Models with Many Covariates and Heteroscedasticity
cites work: Estimating Heteroscedastic Variances in Linear Models
cites work: A lower bound for the smallest singular value of a matrix
Wikidata QID: Q129833808
DOI: 10.1016/J.ECONLET.2018.05.003
description: scientific article; zbMATH DE number 6947802