Authors: | Krämer, Walter Marmol, Francesc |
Title: | OLS-based Asymptotic Inference in Linear Regression Models with Trending Regressors and AR(p)-Disturbances |
Language (ISO): | en |
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. |
URI: | http://hdl.handle.net/2003/4821 http://dx.doi.org/10.17877/DE290R-15059 |
Issue Date: | 1998 |
Provenance: | Universitätsbibliothek Dortmund |
Appears in Collections: | Sonderforschungsbereich (SFB) 475 |
Files in This Item:
File | Description | Size | Format | |
---|---|---|---|---|
98_43.pdf | DNB | 156.22 kB | Adobe PDF | View/Open |
tr43-98.ps | 377.16 kB | Postscript | View/Open |
This item is protected by original copyright |
This item is protected by original copyright rightsstatements.org