|Title:||OLS-based Asymptotic Inference in Linear Regression Models with Trending Regressors and AR(p)-Disturbances|
|Abstract:||We show that OLS and GLS are asymptotically equivalent in the linear regression model with AR(p)-disturbances and a wide range of trending regressors, and that OLS-based statistical inference is still meaningful after proper adjustment of the test-statistics.|
|Appears in Collections:||Sonderforschungsbereich (SFB) 475|
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