Timeline for What's wrong if I fit the auto-regression with OLS?
Current License: CC BY-SA 4.0
7 events
| when toggle format | what | by | license | comment | |
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| Apr 15 at 11:18 | history | edited | Richard Hardy | CC BY-SA 4.0 |
added 364 characters in body
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| Apr 15 at 11:14 | comment | added | Richard Hardy | @SextusEmpiricus, I think you are right and Glen_b's answer is the right one. Seeing that I have learned something since 2015 offers a bit of consolation :) | |
| Apr 15 at 10:25 | comment | added | Sextus Empiricus | Conditional on the first $p$ observations the MLE and least squares estimate are equivalent. Could it be that the MLE is also biased? | |
| Dec 4, 2022 at 9:37 | comment | added | Richard Hardy | @DanLewis3264, I should have included a full title back then... Now it is gone. | |
| Dec 4, 2022 at 2:33 | comment | added | DanLewis3264 | Nice answer, upvoted. Unfortunately the link appears to be broken? | |
| Nov 18, 2015 at 6:43 | vote | accept | WeiChing 林煒清 | ||
| Nov 17, 2015 at 18:33 | history | answered | Richard Hardy | CC BY-SA 3.0 |