Consistency and asymptotic unbiasedness of S"2 in the linear regression model with serially correlated two-way error components

Song, S.H.
Dortmund Univ. (Germany). Fachbereich Statistik

Publication date

January 1994

Abstract

The OLS-estimator of the disturbance variance in the linear regression model is shown to be asymptotically unbiased and weakly consistent without any restrictions on the regressor matrix when the disturbances follow an error component model with serially correlated time effects. (orig.)SIGLEAvailable from TIB Hannover: RN 6363(1994,3) / FIZ - Fachinformationszzentrum Karlsruhe / TIB - Technische InformationsbibliothekDEGerman

Extracted data

We use cookies to provide a better user experience.

Data Protection

Consistency and asymptotic unbiasedness of S"2 in the linear regression model with serially correlated two-way error components

Abstract

Extracted data

Consistency and asymptotic unbiasedness of S"2 in the linear regression model with serially correlated two-way error components

Abstract

Extracted data

Related items

Related items

Consistency and asymptotic unbiasedness of S&quot;2 in the linear regression model with serially correlated two-way error components

Abstract

Extracted data

Consistency and asymptotic unbiasedness of S&quot;2 in the linear regression model with serially correlated two-way error components

Abstract

Extracted data

Related items

Related items

Consistency and asymptotic unbiasedness of S"2 in the linear regression model with serially correlated two-way error components

Consistency and asymptotic unbiasedness of S"2 in the linear regression model with serially correlated two-way error components