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edited Mar 29, 2015 at 5:16

gung - Reinstate Monica

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regression self-study least-squares autocorrelation heteroscedasticity intuition

tweaked title; added tag

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edited Mar 29, 2015 at 4:48

gung - Reinstate Monica

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Why do series correlationautocorrelation and Heteroskedasticityheteroskedasticity under-report the sample variance of OLS estimatorestimates?

Why do series correlationautocorrelation and Heteroskedasticityheteroskedasticity under-report the sample variance of OLS estimatorestimates?

Is there an intuitive mathematical explanation?

regression self-study autocorrelation heteroscedasticity intuition

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asked Mar 29, 2015 at 2:15

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Why do series correlation and Heteroskedasticity under-report sample variance of OLS estimator?

Is there an intuitive mathematical explanation?

regression self-study autocorrelation heteroscedasticity