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.
Issue Date: 1998
Provenance: Universitätsbibliothek Dortmund
Appears in Collections:Sonderforschungsbereich (SFB) 475

Files in This Item:
File Description SizeFormat 
98_43.pdfDNB156.22 kBAdobe PDFView/Open
tr43-98.ps377.16 kBPostscriptView/Open

This item is protected by original copyright

Items in Eldorado are protected by copyright, with all rights reserved, unless otherwise indicated.