@article{Neudecker:293026, recid = {293026}, author = {Neudecker, H.}, title = {Bounds for the bias of the LS estimator of o^2 in the case of a first-order autoregressive process}, address = {1978}, number = {2243-2019-3455}, pages = {11}, year = {1978}, abstract = {The LS-estimator Ti7.7i of a 2 and its bias are considered. Bounds are then established for 2- by means of a well-known theorem by Anderson. a2 n-k The same bounds can be derived by a direct applicant of the Courant-Fischer min-max theorem. Following Anderson and Grenander-Szeg6 one can find approximations to these bounds.}, url = {http://ageconsearch.umn.edu/record/293026}, doi = {https://doi.org/10.22004/ag.econ.293026}, }