Timeline for Autocorrelation in returns time series and independence: consequences in regression analysis
Current License: CC BY-SA 3.0
3 events
| when toggle format | what | by | license | comment | |
|---|---|---|---|---|---|
| Feb 13, 2018 at 19:16 | comment | added | Richard Hardy | The OLS coefficient of an AR(1) model is biased regardless of residual autocorrelation, isn't it? What exactly happens when the residuals are autocorelated, does the bias increase? | |
| Feb 12, 2018 at 23:24 | review | First posts | |||
| Feb 13, 2018 at 1:21 | |||||
| Feb 12, 2018 at 23:20 | history | answered | user9352332 | CC BY-SA 3.0 |