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Consistency of sDE 2 in the Linear Regression Model with Correlated Errors

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  • Kramer, Walter
  • Berghoff, Sonja

Abstract

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.

Suggested Citation

  • Kramer, Walter & Berghoff, Sonja, 1991. "Consistency of sDE 2 in the Linear Regression Model with Correlated Errors," Empirical Economics, Springer, vol. 16(3), pages 375-377.
  • Handle: RePEc:spr:empeco:v:16:y:1991:i:3:p:375-77
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    Cited by:

    1. Prof. Dr. Walter Krämer & Dr. Christoph Hanck, "undated". "OLS-based estimation of the disturbance variance under spatial autocorrelation," Working Papers 7, Business and Social Statistics Department, Technische Universität Dortmund, revised Oct 2006.
    2. Gotu, Butte, 1999. "The consistency of s2 in the linear regression model when the disturbances are spatially correlated," Technical Reports 1999,07, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen.

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