Kiviet, Jan F; Kramer, Walter - In: The Review of Economics and Statistics 74 (1992) 2, pp. 362-65
The authors consider the relative bias of the OLS-based estimate s(squared) of the disturbance variance in the linear regression model when disturbances are stationary AR(1). They improve upon previous bounds for the bias and show that E(s[squared]/["sigma" squared]) tends to zero as...