Asymptotic Equivalence of Ordinary Least Squares and Generalized Least Squares with Trending Regressors and Stationary Autoregressive Disturbances

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

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