Almost unbiased variance estimation in linear regressions with many covariates
Year of publication: |
2018
|
---|---|
Authors: | Anatolyev, Stanislav |
Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 169.2018, p. 20-23
|
Subject: | Linear regression | Many regressor asymptotics | Ordinary least squares | Variance estimation | Regressionsanalyse | Regression analysis | Schätztheorie | Estimation theory | Kleinste-Quadrate-Methode | Least squares method |
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