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

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