Limiting efficiency of OLS vs. GLS when regressors are fractionally integrated

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DC Field	Value	Language
dc.contributor.author	Hassler, Uwe	de
dc.contributor.author	Krämer, Walter	de
dc.date.accessioned	2004-12-06T18:38:02Z	-
dc.date.available	2004-12-06T18:38:02Z	-
dc.date.issued	1997	de
dc.identifier.uri	http://hdl.handle.net/2003/4819	-
dc.identifier.uri	http://dx.doi.org/10.17877/DE290R-6721	-
dc.description.abstract	We show that previous results on the asymptotic efficiency of OLS versus GLS in the context of trending data carry over to regressors of the fractionally integrated type.	en
dc.format.extent	114341 bytes	-
dc.format.extent	75279 bytes	-
dc.format.mimetype	application/pdf	-
dc.format.mimetype	application/postscript	-
dc.language.iso	en	de
dc.publisher	Universitätsbibliothek Dortmund	de
dc.subject.ddc	310	de
dc.title	Limiting efficiency of OLS vs. GLS when regressors are fractionally integrated	en
dc.type	Text	de
dc.type.publicationtype	report	en
dcterms.accessRights	open access	-
Appears in Collections:	Sonderforschungsbereich (SFB) 475

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