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.

MoreLess

Year of publication:	1991
Authors:	Kramer, Walter ; Berghoff, Sonja
Published in:	Empirical Economics. - Department of Economics and Finance Research and Teaching. - Vol. 16.1991, 3, p. 375-77
Publisher:	Department of Economics and Finance Research and Teaching

More details

Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005184239