Bias in Routine Calculation of the Variance of OLS Estimators When the Disturbances are Autocorrelated
- 1 May 1976
- journal article
- research article
- Published by Taylor & Francis in The American Statistician
- Vol. 30 (2) , 70-72
- https://doi.org/10.1080/00031305.1976.10479142
Abstract
No abstract availableKeywords
This publication has 3 references indexed in Scilit:
- Seasonal Variation in Interest RatesThe Review of Economics and Statistics, 1975
- Linear Least Squares RegressionThe Annals of Mathematical Statistics, 1967
- Application of Least Squares Regression to Relationships Containing Auto-Correlated Error TermsJournal of the American Statistical Association, 1949