Bias of s 2 in the Linear Regression Model With Correlated Errors
研究了当误差项为平稳AR(1)过程时，线性回归模型中基于OLS的扰动方差估计量s²的相对偏误，改进了已有偏误界限，并证明当回归包含截距项时，随着自相关增强，s²的期望趋于零。
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 autocorrelation increases whenever there is an intercept in the regression. Copyright 1992 by MIT Press.