Consistency of sDE 2 in the Linear Regression Model with Correlated Errors.
We give a simple sufficient condition for consistency of the standard OLS-based estimate of the disturbance variance in the linear regression model with autocorrelated disturbances.
Year of publication: |
1991
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Authors: | Kramer, Walter ; Berghoff, Sonja |
Published in: |
Empirical Economics. - Department of Economics and Finance Research and Teaching. - Vol. 16.1991, 3, p. 375-77
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Publisher: |
Department of Economics and Finance Research and Teaching |
Saved in:
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