This is a preview. Log in through your library . Abstract We study the bias of Yule-Walker, least squares and Burg-type estimates of the residual variance of autoregressive processes. Both simulations ...

We consider in this note the bias of the residual variance estimator in simultaneous equations according to the k-class method. An unbiased estimator is formulated. Journal Information Econometrica ...

Abstract: Assumptions play a pivotal role in the selection and efficacy of statistical models, as unmet assumptions can lead to flawed conclusions and impact decision-making. In both traditional ...

It is appropriate to examine the residuals from the fitted model for analysis of variance just as you did with the multiple regression model you fit in Chapter 14, "Multiple Regression." The residuals ...