OLS Estimate of Random Walk coefficient - what assumptions are violated?
88669
Estimation of unit-root AR(1) model with OLS
36807
Derivation of OLS Variance
153723
Conditional expectation for random walks
41289
Least Squares Estimation of Poisson Parameter
8064
How to estimate coefficients of logistic model
66508
Bias in estimators of population variance
139231
Linear regression: any non-normal distribution giving identity of OLS and MLE?
70999
Why does this excerpt say that unbiased estimation of standard deviation usually isn't relevant?
22781
Understanding and interpreting consistency of OLS
52796
Converting the beta coefficient from matrix to scalar notation in OLS regression
111931
Sampling distribution of regression coefficients
87145
Identical coefficients estimated in Poisson vs Quasi-Poisson model
13616
Removal of statistically significant intercept term increases $R^2$ in linear model
56923
Are estimates of regression coefficients uncorrelated?
152646
OLS versus IV regression results
27203
Omitted dummy variable coefficient in OLS
48358
Probability of asymmetric random walk returning to the origin