The effects of autocorrelation among errors on the consistency property of OLS variance estimator

A-Tier
Journal: Journal of Econometrics
Year: 1985
Volume: 27
Issue: 3
Pages: 335-361

Authors (1)

Sharma, Subhash C. (Southern Illinois University)

Score contribution per author:

4.022 = (α=2.01 / 1 authors) × 2.0x A-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

View Full Article View on IDEAS/RePEc

Technical Details

RePEc Handle
repec:eee:econom:v:27:y:1985:i:3:p:335-361
Journal Field
Econometrics
Author Count
1
Added to Database
2026-01-29