A general analysis of bias in the estimated standard errors of least squares coefficients

Author:

Greenwald Bruce C.

Publisher

Elsevier BV

Subject

Applied Mathematics,Economics and Econometrics

Reference10 articles.

1. Pooling cross-section time series data in the estimation of a dynamic model: The demand for natural gas;Balestra;Econometrica,1966

2. Band spectrum regression;Engle;International Economic Review,1974

3. Standard errors of regression coefficients by autocorrelated residuals;Lyttkens,1964

4. The analysis of family budgets;Prais,1955

5. Bounds on the variance of regression coefficients due to heteroscedastic or autoregressive errors;Sathe;Econometrica,1974

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