Authors: | Krämer, Walter |
Title: | Asymptotic Equivalence of Ordinary Least Squares and Generalized Least Squares with Trending Regressors and Stationary Autoregressive Disturbances |
Language (ISO): | en |
Abstract: | This note generalizes previous results on the asymptotic equivalence of Ordinary and Generalized Least Squares estimates in Linear Regression models with trending data. |
URI: | http://hdl.handle.net/2003/4817 http://dx.doi.org/10.17877/DE290R-6719 |
Issue Date: | 1997 |
Provenance: | Universitätsbibliothek Dortmund |
Appears in Collections: | Sonderforschungsbereich (SFB) 475 |
Files in This Item:
File | Description | Size | Format | |
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97_04.pdf | DNB | 109.25 kB | Adobe PDF | View/Open |
tr04-97.ps | 74.45 kB | Postscript | View/Open |
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