Bounds on the Variance of Regression Coefficients Due to Heteroscedastic or Autoregressive Errors
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- Prof. Dr. Walter Krämer & Dr. Christoph Hanck, "undated".
"OLS-based estimation of the disturbance variance under spatial autocorrelation,"
7, Business and Social Statistics Department, Technische Universität Dortmund, revised Oct 2006.
- Krämer, Walter & Hanck, Christoph, 2006. "OLS-based estimation of the disturbance variance under spatial autocorrelation," Technical Reports 2006,42, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen.
- Hanck, Christoph & Krämer, Walter, 2011. "The exact bias of s2 in linear panel regressions with spatial autocorrelation," Economics Letters, Elsevier, vol. 110(1), pages 67-70, January.
- Song, Seuck Heun, 1999. "A note on S2 in a linear regression model based on two-stage sampling data," Statistics & Probability Letters, Elsevier, vol. 43(2), pages 131-135, June.
- Rahiala, Markku, . "On the Identification and Estimation of Multiple Input Transfer Function Models with Autocorrelated Errors," ETLA A, The Research Institute of the Finnish Economy, number 8.
- Song, Seuck Heun & Lee, Jaejun, 2008. "A note on S2 in a spatially correlated error components regression model for panel data," Economics Letters, Elsevier, vol. 101(1), pages 41-43, October.
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